+16,794.2%
CAH vs ES
+1,235.9%
+15,558.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.3% |
| 7D | +8.5% | +1.9% | +6.6% | +7.9% |
| 30D | +17.0% | +7.1% | +10.0% | +14.8% |
| 3M | +14.6% | -1.9% | +16.5% | +15.1% |
| 6M | +42.5% | +4.4% | +38.2% | +40.6% |
| YTD | +33.5% | +7.3% | +26.2% | +30.2% |
| 1Y | +38.5% | +2.1% | +36.4% | +36.6% |
| 3Y | +179.0% | +41.8% | +137.2% | +146.4% |
| 5Y | +507.2% | +1.4% | +505.7% | +485.2% |
| 10Y | +448.9% | +86.8% | +362.2% | +342.7% |
| All | +16,794.2% | +1,235.9% | +15,558.3% | +7,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling