+264.3%
CMI vs ESTC
+25.9%
+238.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.5% | +2.4% | -1.9% | +0.2% |
| 30D | -14.0% | -4.2% | -9.8% | -13.7% |
| 3M | -28.1% | +2.5% | -30.6% | -28.7% |
| 6M | -35.8% | +81.5% | -117.3% | -40.7% |
| YTD | -10.5% | +16.8% | -27.4% | -13.4% |
| 1Y | -1.9% | -3.5% | +1.6% | -2.9% |
| 3Y | +121.0% | +17.7% | +103.3% | +106.6% |
| 5Y | +114.6% | -51.7% | +166.3% | +114.2% |
| All | +264.3% | +25.9% | +238.4% | +174.9% |
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