+59.7%
CAH vs ESI
+34.0%
+25.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.9% |
| 7D | -5.1% | -2.3% | -2.7% | -5.2% |
| 30D | -1.8% | -9.0% | +7.3% | -2.3% |
| 3M | +9.4% | -13.3% | +22.6% | +8.4% |
| 6M | +9.2% | +5.3% | +4.0% | +10.2% |
| YTD | +15.7% | +37.6% | -21.9% | +19.0% |
| 1Y | +59.7% | +33.6% | +26.1% | +65.0% |
| All | +59.7% | +34.0% | +25.7% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling