+542.6%
CAH vs ESTC
+27.2%
+515.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.2% |
| 7D | +3.9% | +5.8% | -1.9% | +3.6% |
| 30D | +16.0% | -5.6% | +21.6% | +16.2% |
| 3M | +19.1% | +15.4% | +3.6% | +17.8% |
| 6M | +53.0% | +77.8% | -24.8% | +47.7% |
| YTD | +36.6% | +18.1% | +18.6% | +34.5% |
| 1Y | +37.4% | -3.7% | +41.1% | +36.8% |
| 3Y | +178.8% | +16.9% | +162.0% | +167.9% |
| 5Y | +498.6% | -51.2% | +549.8% | +514.5% |
| All | +542.6% | +27.2% | +515.4% | +402.5% |
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