+106.3%
CNH vs STLA
-3.1%
+109.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -1.5% |
| 7D | +6.4% | -13.1% | +19.5% | +13.2% |
| 30D | -1.6% | -13.3% | +11.6% | +3.9% |
| 3M | +11.6% | -27.9% | +39.4% | +26.6% |
| 6M | +12.5% | -47.8% | +60.4% | +46.8% |
| YTD | +31.1% | -64.6% | +95.6% | +97.9% |
| 1Y | +17.0% | -64.0% | +81.0% | +74.5% |
| 3Y | +28.7% | -76.8% | +105.6% | +123.3% |
| 5Y | -17.4% | -74.2% | +56.8% | +29.7% |
| All | +106.3% | -3.1% | +109.4% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling