+75.8%
CMS vs ESTC
+23.0%
+52.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.1% |
| 7D | -1.3% | -11.5% | +10.2% | -1.2% |
| 30D | +6.3% | -7.5% | +13.9% | +6.4% |
| 3M | -2.1% | +23.1% | -25.1% | -2.4% |
| 6M | -5.1% | +75.3% | -80.4% | -6.1% |
| YTD | +1.3% | +14.1% | -12.9% | +0.9% |
| 1Y | -1.4% | -0.6% | -0.8% | -1.4% |
| 3Y | +36.9% | +20.8% | +16.1% | +34.4% |
| 5Y | +32.5% | -48.8% | +81.3% | +31.4% |
| All | +75.8% | +23.0% | +52.8% | +56.3% |
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