+541.0%
CAH vs ESTC
+24.7%
+516.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +5.9% | -2.6% | +8.6% | +6.0% |
| 30D | +16.5% | -8.6% | +25.1% | +16.9% |
| 3M | +15.7% | +14.4% | +1.4% | +14.6% |
| 6M | +52.7% | +73.3% | -20.6% | +47.6% |
| YTD | +36.3% | +15.7% | +20.6% | +34.3% |
| 1Y | +36.7% | -7.6% | +44.3% | +36.5% |
| 3Y | +178.2% | +14.6% | +163.6% | +167.4% |
| 5Y | +515.8% | -50.0% | +565.8% | +529.2% |
| All | +541.0% | +24.7% | +516.3% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling