+25.9%
CMS vs ESTC
-46.4%
+72.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.2% |
| 7D | +0.4% | -8.1% | +8.5% | +0.4% |
| 30D | -3.6% | +31.7% | -35.3% | -3.7% |
| 3M | -1.9% | +41.1% | -43.0% | -2.0% |
| 6M | -11.0% | +77.1% | -88.0% | -11.2% |
| YTD | +0.2% | +21.7% | -21.5% | +0.3% |
| 1Y | -1.3% | +8.4% | -9.7% | -1.1% |
| 3Y | +35.9% | +23.6% | +12.3% | +34.1% |
| All | +25.9% | -46.4% | +72.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling