+292.6%
CMG vs ESTC
+25.9%
+266.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.5% | +2.4% | +0.1% | +1.9% |
| 30D | +15.6% | -4.2% | +19.8% | +16.0% |
| 3M | +8.2% | +2.5% | +5.7% | +6.2% |
| 6M | +9.9% | +81.5% | -71.6% | -6.0% |
| YTD | -4.6% | +16.8% | -21.5% | -11.1% |
| 1Y | +12.4% | -3.5% | +15.9% | +8.9% |
| 3Y | -18.0% | +17.7% | -35.7% | -30.6% |
| 5Y | -5.3% | -51.7% | +46.4% | -6.7% |
| All | +292.6% | +25.9% | +266.6% | +163.4% |
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