+39.9%
CMS vs ESTC
+15.4%
+24.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.6% |
| 7D | +1.7% | -18.5% | +20.2% | +1.2% |
| 30D | +8.6% | -11.0% | +19.6% | +8.4% |
| 3M | -0.5% | +20.8% | -21.2% | -0.1% |
| 6M | -4.2% | +67.9% | -72.1% | -3.2% |
| YTD | +3.4% | +11.6% | -8.2% | +4.3% |
| 1Y | +0.4% | -3.3% | +3.7% | +1.2% |
| All | +39.9% | +15.4% | +24.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling