+51.5%
CAH vs ESI
-25.4%
+76.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.0% |
| 7D | +3.5% | +5.5% | -2.1% | +4.0% |
| 30D | +13.5% | -7.8% | +21.2% | +12.9% |
| 3M | +21.8% | -15.0% | +36.9% | +20.9% |
| 6M | +51.5% | -24.9% | +76.4% | +48.9% |
| All | +51.5% | -25.4% | +76.9% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling