+411.8%
CAH vs STT
+203.9%
+207.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.2% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | +16.5% | -0.4% | +17.0% | +16.5% |
| 3M | +15.7% | -6.5% | +22.2% | +18.0% |
| 6M | +52.7% | +17.2% | +35.5% | +44.1% |
| YTD | +36.3% | +38.2% | -1.9% | +20.9% |
| 1Y | +36.7% | +49.3% | -12.5% | +18.0% |
| 3Y | +178.2% | +181.9% | -3.8% | +86.8% |
| 5Y | +515.8% | +106.9% | +408.8% | +346.9% |
| 10Y | +411.8% | +203.1% | +208.7% | +194.4% |
| All | +411.8% | +203.9% | +207.9% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling