+152.4%
CMI vs ESTC
+11.0%
+141.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | -12.3% | +13.4% | -25.7% | -13.4% |
| 3M | -16.8% | +41.3% | -58.1% | -19.5% |
| 6M | +1.5% | +62.6% | -61.1% | -3.7% |
| YTD | +9.8% | +14.8% | -5.0% | +8.5% |
| 1Y | +42.6% | -5.1% | +47.6% | +44.1% |
| All | +152.4% | +11.0% | +141.4% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling