-3.1%
CMS vs ESI
+19.1%
-22.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.7% |
| 7D | -0.9% | -3.5% | +2.5% | -1.0% |
| 30D | +7.1% | -9.3% | +16.3% | +6.7% |
| 3M | -1.3% | -12.8% | +11.5% | -1.7% |
| 6M | -2.7% | -24.6% | +22.0% | -3.5% |
| YTD | +2.6% | +32.7% | -30.1% | +0.4% |
| All | -3.1% | +19.1% | -22.2% | -5.0% |
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