+401.3%
CAH vs ES
-2.9%
+404.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +1.7% | -1.2% | +2.9% | +1.9% |
| 3M | +17.9% | +5.0% | +12.9% | +16.6% |
| 6M | +10.9% | -2.8% | +13.8% | +11.4% |
| YTD | +17.9% | +8.6% | +9.3% | +15.5% |
| 1Y | +61.7% | +18.9% | +42.8% | +54.7% |
| 3Y | +183.7% | +32.1% | +151.6% | +162.6% |
| 5Y | +401.3% | -5.1% | +406.4% | +405.9% |
| All | +401.3% | -2.9% | +404.2% | +405.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling