+453.2%
CAH vs ESTC
+23.7%
+429.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -2.2% | -3.3% | +1.1% | -2.1% |
| 30D | +1.2% | +13.4% | -12.3% | +0.4% |
| 3M | +13.1% | +41.3% | -28.2% | +10.8% |
| 6M | +8.5% | +62.6% | -54.1% | +5.2% |
| YTD | +17.6% | +14.8% | +2.9% | +16.1% |
| 1Y | +60.7% | -5.1% | +65.7% | +60.1% |
| 3Y | +183.2% | +11.2% | +172.0% | +172.8% |
| 5Y | +402.2% | -47.0% | +449.2% | +408.3% |
| All | +453.2% | +23.7% | +429.5% | +333.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling