+401.3%
CAH vs STT
+150.3%
+251.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +1.7% | +3.9% | -2.2% | +0.9% |
| 3M | +17.9% | +19.2% | -1.3% | +13.6% |
| 6M | +10.9% | +60.4% | -49.4% | +0.4% |
| YTD | +17.9% | +51.5% | -33.6% | +7.7% |
| 1Y | +61.7% | +76.3% | -14.6% | +42.6% |
| 3Y | +183.7% | +200.7% | -17.0% | +117.3% |
| 5Y | +401.3% | +157.5% | +243.9% | +285.2% |
| All | +401.3% | +150.3% | +251.0% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling