+41.9%
CMI vs ESTC
+7.3%
+34.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.5% |
| 7D | -0.7% | -8.1% | +7.4% | -1.3% |
| 30D | -13.4% | +31.7% | -45.1% | -11.4% |
| 3M | -17.0% | +41.1% | -58.0% | -14.0% |
| 6M | -1.6% | +77.1% | -78.7% | +2.6% |
| YTD | +11.0% | +21.7% | -10.7% | +18.4% |
| 1Y | +41.9% | +8.4% | +33.5% | +53.5% |
| All | +41.9% | +7.3% | +34.6% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling