+401.3%
CAH vs ESTC
-47.2%
+448.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.7% |
| 7D | +0.5% | -4.3% | +4.8% | +0.5% |
| 30D | +1.7% | +17.7% | -16.0% | +1.5% |
| 3M | +17.9% | +42.3% | -24.4% | +17.3% |
| 6M | +10.9% | +64.6% | -53.6% | +10.1% |
| YTD | +17.9% | +17.2% | +0.7% | +17.7% |
| 1Y | +61.7% | -4.2% | +65.9% | +62.1% |
| 3Y | +183.7% | +13.5% | +170.2% | +181.7% |
| 5Y | +401.3% | -45.5% | +446.9% | +390.4% |
| All | +401.3% | -47.2% | +448.5% | +390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling