+34.5%
CMS vs ESI
+36.5%
-2.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.7% | +5.5% | -3.8% | +1.4% |
| 30D | +6.2% | -7.8% | +13.9% | +6.6% |
| 3M | +0.6% | -15.0% | +15.6% | +1.5% |
| 6M | -1.8% | -24.9% | +23.1% | -0.4% |
| YTD | +3.8% | +33.2% | -29.4% | -0.9% |
| 1Y | -1.8% | +24.9% | -26.7% | -5.7% |
| 3Y | +39.8% | +77.8% | -37.9% | +24.8% |
| All | +34.5% | +36.5% | -2.0% | +23.7% |
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