+25.9%
CMS vs ESI
+72.3%
-46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +0.4% | +3.3% | -3.0% | +0.1% |
| 30D | -3.6% | -5.9% | +2.3% | -3.2% |
| 3M | -1.9% | -14.1% | +12.2% | -1.3% |
| 6M | -11.0% | +6.6% | -17.5% | -12.4% |
| YTD | +0.2% | +45.0% | -44.8% | -4.5% |
| 1Y | -1.3% | +41.5% | -42.8% | -5.9% |
| 3Y | +35.9% | +78.8% | -42.8% | +23.2% |
| All | +25.9% | +72.3% | -46.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling