-1.4%
CMS vs ESTC
-2.5%
+1.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.0% |
| 7D | -1.3% | -11.5% | +10.2% | -2.0% |
| 30D | +6.3% | -7.5% | +13.9% | +5.9% |
| 3M | -2.1% | +23.1% | -25.1% | -0.7% |
| 6M | -5.1% | +75.3% | -80.4% | -1.5% |
| YTD | +1.3% | +14.1% | -12.9% | +3.7% |
| 1Y | -1.4% | -0.6% | -0.8% | +0.7% |
| All | -1.4% | -2.5% | +1.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling