+13.1%
CNH vs STLA
-62.4%
+75.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.6% |
| 7D | +23.3% | +2.6% | +20.7% | +21.9% |
| 30D | +33.5% | -1.2% | +34.7% | +33.6% |
| 3M | +32.7% | -24.8% | +57.5% | +47.1% |
| 6M | +22.2% | -25.6% | +47.7% | +35.0% |
| YTD | +57.7% | -48.9% | +106.6% | +98.2% |
| 1Y | +28.0% | -38.8% | +66.8% | +45.5% |
| 3Y | +11.5% | -64.5% | +76.1% | +52.9% |
| All | +13.1% | -62.4% | +75.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling