+78.4%
CMS vs ESTC
+24.7%
+53.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.1% | -2.6% | +1.5% | -1.1% |
| 30D | +6.6% | -8.6% | +15.2% | +6.7% |
| 3M | +0.8% | +14.4% | -13.5% | +0.5% |
| 6M | -3.3% | +73.3% | -76.6% | -4.3% |
| YTD | +2.7% | +15.7% | -13.0% | +2.4% |
| 1Y | -4.0% | -7.6% | +3.6% | -3.9% |
| 3Y | +37.6% | +14.6% | +23.0% | +35.3% |
| 5Y | +35.4% | -50.0% | +85.5% | +34.5% |
| All | +78.4% | +24.7% | +53.6% | +58.6% |
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