+351.8%
CMI vs ESTC
+31.2%
+320.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.3% |
| 7D | -0.7% | -8.1% | +7.4% | +0.1% |
| 30D | -13.4% | +31.7% | -45.1% | -16.4% |
| 3M | -17.0% | +41.1% | -58.0% | -20.6% |
| 6M | -1.6% | +77.1% | -78.7% | -9.1% |
| YTD | +11.0% | +21.7% | -10.7% | +7.1% |
| 1Y | +41.9% | +8.4% | +33.5% | +38.4% |
| 3Y | +151.8% | +23.6% | +128.2% | +134.1% |
| 5Y | +163.6% | -46.5% | +210.1% | +159.5% |
| All | +351.8% | +31.2% | +320.6% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling