+9.2%
CNH vs STLA
-74.0%
+83.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | -7.2% | -3.9% | -3.3% | -6.5% |
| 3M | +6.5% | -20.2% | +26.7% | +12.6% |
| 6M | +7.9% | -42.2% | +50.0% | +25.1% |
| YTD | +26.6% | -59.3% | +85.9% | +60.5% |
| 1Y | +13.8% | -56.1% | +69.8% | +39.8% |
| 3Y | +9.2% | -73.7% | +82.8% | +30.3% |
| All | +9.2% | -74.0% | +83.2% | +30.3% |
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