+411.5%
CAH vs ESI
+318.1%
+93.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.5% | +5.5% | -2.1% | +2.3% |
| 30D | +13.5% | -7.8% | +21.2% | +14.8% |
| 3M | +21.8% | -15.0% | +36.9% | +24.9% |
| 6M | +51.5% | -24.9% | +76.4% | +57.8% |
| YTD | +38.1% | +33.2% | +4.9% | +24.3% |
| 1Y | +37.7% | +24.9% | +12.8% | +25.6% |
| 3Y | +179.6% | +77.8% | +101.9% | +123.7% |
| 5Y | +504.9% | +37.1% | +467.8% | +410.2% |
| All | +411.5% | +318.1% | +93.5% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling