+78.2%
CMS vs ESTC
+28.9%
+49.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | +0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | +7.1% | -8.1% | +15.2% | +7.1% |
| 3M | -1.3% | +20.2% | -21.5% | -1.6% |
| 6M | -2.7% | +72.7% | -75.4% | -3.6% |
| YTD | +2.6% | +19.6% | -17.0% | +2.3% |
| 1Y | -2.0% | +0.3% | -2.3% | -2.0% |
| 3Y | +39.6% | +22.8% | +16.8% | +37.1% |
| 5Y | +35.3% | -50.9% | +86.2% | +34.5% |
| All | +78.2% | +28.9% | +49.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling