+291.3%
CMG vs ESTC
+27.2%
+264.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.4% |
| 7D | -0.6% | +5.8% | -6.4% | -1.8% |
| 30D | +15.9% | -5.6% | +21.5% | +16.7% |
| 3M | +7.8% | +15.4% | -7.7% | +3.0% |
| 6M | +7.7% | +77.8% | -70.1% | -7.4% |
| YTD | -4.9% | +18.1% | -23.0% | -11.6% |
| 1Y | +12.3% | -3.7% | +16.0% | +8.8% |
| 3Y | -17.1% | +16.9% | -34.0% | -29.6% |
| 5Y | -5.6% | -51.2% | +45.6% | -7.2% |
| All | +291.3% | +27.2% | +264.1% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling