+79.6%
CMS vs ESTC
+20.3%
+59.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.3% |
| 7D | +1.7% | -18.5% | +20.2% | +1.9% |
| 30D | +8.6% | -11.0% | +19.6% | +8.7% |
| 3M | -0.5% | +20.8% | -21.2% | -0.9% |
| 6M | -4.2% | +67.9% | -72.1% | -5.1% |
| YTD | +3.4% | +11.6% | -8.2% | +3.2% |
| 1Y | +0.4% | -3.3% | +3.7% | +0.4% |
| 3Y | +38.2% | +16.4% | +21.8% | +35.7% |
| 5Y | +35.4% | -49.9% | +85.3% | +34.3% |
| All | +79.6% | +20.3% | +59.3% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling