+183.7%
CAH vs STLA
-65.4%
+249.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.7% |
| 7D | +0.5% | +0.7% | -0.3% | +0.5% |
| 30D | +1.7% | -2.4% | +4.1% | +1.7% |
| 3M | +17.9% | -23.9% | +41.7% | +17.7% |
| 6M | +10.9% | -24.6% | +35.6% | +10.9% |
| YTD | +17.9% | -50.5% | +68.4% | +17.2% |
| 1Y | +61.7% | -39.8% | +101.5% | +59.1% |
| 3Y | +183.7% | -65.6% | +249.4% | +170.9% |
| All | +183.7% | -65.4% | +249.1% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling