+296.4%
CAH vs STLA
+51.9%
+244.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +1.2% | -5.2% | +6.4% | +1.8% |
| 3M | +13.1% | -24.9% | +38.0% | +17.3% |
| 6M | +8.5% | -25.2% | +33.6% | +12.2% |
| YTD | +17.6% | -51.4% | +69.0% | +28.5% |
| 1Y | +60.7% | -40.7% | +101.4% | +67.9% |
| 3Y | +183.2% | -66.3% | +249.4% | +216.2% |
| 5Y | +402.2% | -63.2% | +465.4% | +435.7% |
| All | +296.4% | +51.9% | +244.5% | +220.2% |
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