+35.0%
CAH vs STLA
-53.0%
+88.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.6% |
| 7D | +7.0% | -0.6% | +7.7% | +7.0% |
| 30D | +12.4% | +3.6% | +8.8% | +12.4% |
| 3M | +12.2% | -20.6% | +32.8% | +11.4% |
| 6M | +33.2% | -34.3% | +67.5% | +32.1% |
| YTD | +28.4% | -57.3% | +85.7% | +23.1% |
| 1Y | +35.0% | -52.6% | +87.7% | +29.7% |
| All | +35.0% | -53.0% | +88.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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