+55.4%
CAH vs STLA
-40.1%
+95.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.4% |
| 7D | -5.1% | -2.9% | -2.2% | -5.3% |
| 30D | +0.2% | +0.9% | -0.8% | +0.3% |
| 3M | +6.3% | -21.6% | +27.9% | +4.5% |
| 6M | +9.4% | -21.6% | +31.0% | +8.2% |
| YTD | +15.0% | -50.4% | +65.4% | +5.6% |
| 1Y | +55.4% | -43.6% | +99.0% | +39.2% |
| All | +55.4% | -40.1% | +95.6% | +39.2% |
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 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