+613.2%
CAH vs ESI
+198.2%
+415.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.5% | +5.5% | -2.1% | +2.5% |
| 30D | +13.5% | -7.8% | +21.2% | +14.6% |
| 3M | +21.8% | -15.0% | +36.9% | +24.5% |
| 6M | +51.5% | -24.9% | +76.4% | +56.9% |
| YTD | +38.1% | +33.2% | +4.9% | +27.0% |
| 1Y | +37.7% | +24.9% | +12.8% | +28.0% |
| 3Y | +179.6% | +77.8% | +101.9% | +135.8% |
| 5Y | +504.9% | +37.1% | +467.8% | +429.6% |
| 10Y | +418.6% | +320.5% | +98.1% | +251.7% |
| All | +613.2% | +198.2% | +415.0% | +427.0% |
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 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