+343.2%
CMI vs ESTC
+19.3%
+323.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.5% |
| 7D | +0.8% | -13.2% | +14.0% | +2.3% |
| 30D | -12.8% | +9.3% | -22.1% | -14.0% |
| 3M | -12.4% | +37.3% | -49.8% | -16.1% |
| 6M | -0.9% | +61.0% | -61.9% | -7.4% |
| YTD | +8.9% | +10.7% | -1.8% | +6.1% |
| 1Y | +37.7% | -7.2% | +44.9% | +36.7% |
| 3Y | +148.9% | +7.2% | +141.7% | +135.0% |
| 5Y | +164.4% | -47.7% | +212.1% | +160.3% |
| All | +343.2% | +19.3% | +323.9% | +236.6% |
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 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