+999.1%
CAH vs STLA
+263.8%
+735.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +5.4% | +2.6% | +2.8% | +5.1% |
| 30D | +3.3% | -1.2% | +4.6% | +3.4% |
| 3M | +22.8% | -24.8% | +47.6% | +26.4% |
| 6M | +11.3% | -25.6% | +36.8% | +14.4% |
| YTD | +21.1% | -48.9% | +70.1% | +29.2% |
| 1Y | +67.2% | -38.8% | +106.0% | +73.1% |
| 3Y | +195.6% | -64.5% | +260.2% | +220.7% |
| 5Y | +413.8% | -62.4% | +476.3% | +443.2% |
| 10Y | +309.6% | +55.4% | +254.2% | +259.6% |
| All | +999.1% | +263.8% | +735.3% | +823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling