+506.1%
CAH vs ES
+1.4%
+504.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.1% |
| 7D | +8.5% | +1.9% | +6.6% | +8.0% |
| 30D | +17.0% | +7.1% | +10.0% | +15.3% |
| 3M | +14.6% | -1.9% | +16.5% | +15.0% |
| 6M | +42.5% | +4.4% | +38.2% | +41.1% |
| YTD | +33.5% | +7.3% | +26.2% | +31.1% |
| 1Y | +38.5% | +2.1% | +36.4% | +37.0% |
| 3Y | +179.0% | +41.8% | +137.2% | +152.5% |
| All | +506.1% | +1.4% | +504.7% | +501.9% |
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