-5.7%
CMG vs ESTC
-46.4%
+40.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | -6.5% | -3.3% | -3.1% | -6.0% |
| 30D | +12.1% | +13.4% | -1.3% | +8.7% |
| 3M | +20.6% | +41.3% | -20.7% | +11.6% |
| 6M | +2.1% | +62.6% | -60.5% | -9.0% |
| YTD | -2.6% | +14.8% | -17.4% | -7.5% |
| 1Y | -8.7% | -5.1% | -3.6% | -10.6% |
| 3Y | -7.4% | +11.2% | -18.5% | -19.8% |
| 5Y | -5.7% | -47.0% | +41.3% | -11.6% |
| All | -5.7% | -46.4% | +40.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling