+167.0%
CMI vs ESTC
-46.4%
+213.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | -12.3% | +13.4% | -25.7% | -13.6% |
| 3M | -16.8% | +41.3% | -58.1% | -20.0% |
| 6M | +1.5% | +62.6% | -61.1% | -4.4% |
| YTD | +9.8% | +14.8% | -5.0% | +7.3% |
| 1Y | +42.6% | -5.1% | +47.6% | +42.1% |
| 3Y | +151.0% | +11.2% | +139.8% | +139.2% |
| 5Y | +167.0% | -47.0% | +214.0% | +144.8% |
| All | +167.0% | -46.4% | +213.4% | +144.8% |
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