+411.5%
CAH vs STLA
-4.1%
+415.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.5% | -13.8% | +17.2% | +5.5% |
| 30D | +13.5% | -10.5% | +24.0% | +14.9% |
| 3M | +21.8% | -28.9% | +50.7% | +27.0% |
| 6M | +51.5% | -49.7% | +101.3% | +65.4% |
| YTD | +38.1% | -64.9% | +103.0% | +57.2% |
| 1Y | +37.7% | -64.0% | +101.7% | +55.8% |
| 3Y | +179.6% | -77.4% | +257.0% | +231.8% |
| 5Y | +504.9% | -74.4% | +579.4% | +579.1% |
| All | +411.5% | -4.1% | +415.6% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling