+1,136.6%
CAH vs STLA
+168.9%
+967.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +0.6% |
| 7D | +5.9% | -11.6% | +17.5% | +7.3% |
| 30D | +16.5% | -6.2% | +22.7% | +17.1% |
| 3M | +15.7% | -24.6% | +40.3% | +19.0% |
| 6M | +52.7% | -44.9% | +97.6% | +62.2% |
| YTD | +36.3% | -62.3% | +98.5% | +49.9% |
| 1Y | +36.7% | -61.8% | +98.6% | +49.9% |
| 3Y | +178.2% | -75.3% | +253.5% | +214.1% |
| 5Y | +515.8% | -72.5% | +588.3% | +572.6% |
| 10Y | +411.8% | +0.8% | +411.1% | +368.8% |
| All | +1,136.6% | +168.9% | +967.6% | +971.7% |
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