+37.7%
CAH vs ES
+2.1%
+35.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +3.5% | +2.7% | +0.7% | +3.1% |
| 30D | +13.5% | +7.6% | +5.9% | +12.3% |
| 3M | +21.8% | +0.5% | +21.4% | +21.5% |
| 6M | +51.5% | +7.6% | +43.9% | +50.1% |
| YTD | +38.1% | +10.2% | +27.9% | +37.2% |
| 1Y | +37.7% | +1.8% | +35.9% | +36.9% |
| All | +37.7% | +2.1% | +35.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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