+402.2%
CAH vs ESI
+74.4%
+327.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.2% | +3.9% | -6.2% | -2.6% |
| 30D | +1.2% | -3.8% | +5.0% | +1.5% |
| 3M | +13.1% | -13.1% | +26.2% | +14.0% |
| 6M | +8.5% | +11.3% | -2.9% | +6.0% |
| YTD | +17.6% | +44.1% | -26.5% | +10.8% |
| 1Y | +60.7% | +40.3% | +20.3% | +51.4% |
| 3Y | +183.2% | +84.1% | +99.1% | +147.2% |
| 5Y | +402.2% | +75.8% | +326.4% | +328.9% |
| All | +402.2% | +74.4% | +327.8% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling