+180.2%
CAH vs ESI
+81.4%
+98.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.2% | +3.9% | -6.2% | -2.2% |
| 30D | +1.2% | -3.8% | +5.0% | +1.2% |
| 3M | +13.1% | -13.1% | +26.2% | +12.9% |
| 6M | +8.5% | +11.3% | -2.9% | +7.8% |
| YTD | +17.6% | +44.1% | -26.5% | +15.7% |
| 1Y | +60.7% | +40.3% | +20.3% | +58.0% |
| All | +180.2% | +81.4% | +98.8% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling