+138.1%
CMS vs ESI
+306.3%
-168.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +0.5% | -6.6% | +7.1% | +1.0% |
| 30D | +7.4% | -9.8% | +17.2% | +8.1% |
| 3M | +1.9% | -11.9% | +13.8% | +2.6% |
| 6M | -2.3% | -25.1% | +22.8% | -0.6% |
| YTD | +3.0% | +31.9% | -28.9% | -1.4% |
| 1Y | -2.8% | +19.2% | -22.0% | -6.0% |
| 3Y | +37.9% | +76.2% | -38.2% | +26.1% |
| 5Y | +34.0% | +39.4% | -5.4% | +24.0% |
| 10Y | +138.1% | +304.9% | -166.8% | +92.1% |
| All | +138.1% | +306.3% | -168.2% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling