+37.7%
CAH vs STT
+46.7%
-9.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +3.3% |
| 30D | +13.5% | +3.9% | +9.5% | +13.3% |
| 3M | +21.8% | -8.2% | +30.0% | +22.2% |
| 6M | +51.5% | +15.6% | +35.9% | +50.9% |
| YTD | +38.1% | +37.6% | +0.4% | +36.1% |
| 1Y | +37.7% | +50.1% | -12.4% | +36.5% |
| All | +37.7% | +46.7% | -9.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling