+605.7%
CAH vs ESI
+200.4%
+405.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.6% |
| 7D | +3.9% | +8.3% | -4.5% | +2.4% |
| 30D | +16.0% | -10.4% | +26.5% | +17.8% |
| 3M | +19.1% | -13.2% | +32.2% | +21.2% |
| 6M | +53.0% | -23.9% | +76.9% | +58.1% |
| YTD | +36.6% | +34.2% | +2.4% | +25.5% |
| 1Y | +37.4% | +22.2% | +15.2% | +28.3% |
| 3Y | +178.8% | +79.2% | +99.6% | +134.9% |
| 5Y | +498.6% | +38.1% | +460.4% | +423.4% |
| 10Y | +413.1% | +323.6% | +89.5% | +247.6% |
| All | +605.7% | +200.4% | +405.3% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling