+149.5%
CNH vs STLA
+48.0%
+101.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.2% |
| 7D | +8.8% | +0.7% | +8.1% | +8.4% |
| 30D | +24.7% | -2.4% | +27.0% | +25.5% |
| 3M | +27.3% | -23.9% | +51.2% | +42.7% |
| 6M | +23.2% | -24.6% | +47.8% | +37.4% |
| YTD | +48.9% | -50.5% | +99.4% | +96.1% |
| 1Y | +19.4% | -39.8% | +59.2% | +40.1% |
| 3Y | +7.8% | -65.6% | +73.4% | +57.1% |
| 5Y | +8.7% | -62.1% | +70.8% | +44.9% |
| 10Y | +149.5% | +47.8% | +101.7% | +90.5% |
| All | +149.5% | +48.0% | +101.5% | +90.5% |
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