+67.2%
CAH vs ESTC
+7.3%
+60.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.8% |
| 7D | +5.4% | -8.1% | +13.5% | +4.9% |
| 30D | +3.3% | +31.7% | -28.4% | +5.0% |
| 3M | +22.8% | +41.1% | -18.3% | +25.2% |
| 6M | +11.3% | +77.1% | -65.8% | +14.8% |
| YTD | +21.1% | +21.7% | -0.6% | +24.8% |
| 1Y | +67.2% | +8.4% | +58.9% | +74.9% |
| All | +67.2% | +7.3% | +60.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling