+30.2%
CNH vs STLA
-77.1%
+107.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.0% | -13.8% | +16.8% | +7.3% |
| 30D | -0.6% | -10.5% | +10.0% | +2.1% |
| 3M | +14.6% | -28.9% | +43.5% | +25.0% |
| 6M | +11.8% | -49.7% | +61.5% | +34.7% |
| YTD | +30.4% | -64.9% | +95.3% | +72.2% |
| 1Y | +19.1% | -64.0% | +83.1% | +55.3% |
| 3Y | +30.2% | -77.4% | +107.6% | +68.3% |
| All | +30.2% | -77.1% | +107.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling