-5.1%
CMS vs ESI
-29.2%
+24.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.0% |
| 7D | -1.3% | -8.5% | +7.2% | -2.0% |
| 30D | +6.3% | -15.7% | +22.0% | +5.2% |
| 3M | -2.1% | -18.2% | +16.2% | -3.4% |
| 6M | -5.1% | -28.8% | +23.8% | -7.3% |
| All | -5.1% | -29.2% | +24.1% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling