+37.7%
CAH vs STLA
-64.5%
+102.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | +3.5% | -13.8% | +17.2% | +3.2% |
| 30D | +13.5% | -10.5% | +24.0% | +13.4% |
| 3M | +21.8% | -28.9% | +50.7% | +21.0% |
| 6M | +51.5% | -49.7% | +101.3% | +49.4% |
| YTD | +38.1% | -64.9% | +103.0% | +31.0% |
| 1Y | +37.7% | -64.0% | +101.7% | +30.6% |
| All | +37.7% | -64.5% | +102.2% | +30.6% |
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 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