+17,193.4%
CAH vs STT
+6,617.4%
+10,575.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.9% | +5.1% | -1.3% | +2.7% |
| 30D | +16.0% | -0.2% | +16.3% | +15.9% |
| 3M | +19.1% | -8.1% | +27.2% | +21.2% |
| 6M | +53.0% | +16.6% | +36.4% | +47.3% |
| YTD | +36.6% | +37.8% | -1.2% | +26.1% |
| 1Y | +37.4% | +46.8% | -9.4% | +24.9% |
| 3Y | +178.8% | +181.2% | -2.3% | +115.5% |
| 5Y | +498.6% | +105.1% | +393.4% | +386.0% |
| 10Y | +413.1% | +202.3% | +210.8% | +270.0% |
| All | +17,193.4% | +6,617.4% | +10,575.9% | +5,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling