+273.1%
CMS vs ESI
+182.6%
+90.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -1.3% | -8.5% | +7.2% | -0.8% |
| 30D | +6.3% | -15.7% | +22.0% | +7.2% |
| 3M | -2.1% | -18.2% | +16.2% | -1.1% |
| 6M | -5.1% | -28.8% | +23.8% | -3.6% |
| YTD | +1.3% | +26.3% | -25.0% | -1.3% |
| 1Y | -1.4% | +18.2% | -19.6% | -3.5% |
| 3Y | +36.9% | +68.1% | -31.2% | +29.7% |
| 5Y | +32.5% | +28.8% | +3.8% | +26.7% |
| 10Y | +126.8% | +329.8% | -203.1% | +100.1% |
| All | +273.1% | +182.6% | +90.5% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling