+0.4%
CMS vs ESI
+27.8%
-27.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.2% |
| 7D | +4.1% | -6.6% | +10.6% | +3.8% |
| 30D | +10.9% | -10.9% | +21.8% | +10.5% |
| 3M | -0.2% | -13.8% | +13.6% | -0.7% |
| 6M | -4.7% | -21.5% | +16.8% | -5.4% |
| YTD | +3.9% | +34.7% | -30.8% | +0.9% |
| 1Y | +0.4% | +24.9% | -24.5% | -2.1% |
| All | +0.4% | +27.8% | -27.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling