+28.0%
CNH vs STLA
-38.0%
+66.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.8% |
| 7D | +23.3% | +2.6% | +20.7% | +22.7% |
| 30D | +33.5% | -1.2% | +34.7% | +33.5% |
| 3M | +32.7% | -24.8% | +57.5% | +38.9% |
| 6M | +22.2% | -25.6% | +47.7% | +27.1% |
| YTD | +57.7% | -48.9% | +106.6% | +71.9% |
| 1Y | +28.0% | -38.8% | +66.8% | +34.4% |
| All | +28.0% | -38.0% | +66.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling