+68.0%
CNH vs STLA
+97.9%
-29.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.5% |
| 7D | +23.3% | +2.6% | +20.7% | +21.8% |
| 30D | +33.5% | -1.2% | +34.7% | +33.6% |
| 3M | +32.7% | -24.8% | +57.5% | +48.5% |
| 6M | +22.2% | -25.6% | +47.7% | +36.4% |
| YTD | +57.7% | -48.9% | +106.6% | +101.9% |
| 1Y | +28.0% | -38.8% | +66.8% | +48.2% |
| 3Y | +11.5% | -64.5% | +76.1% | +57.4% |
| 5Y | +11.9% | -62.4% | +74.3% | +48.9% |
| 10Y | +162.8% | +55.4% | +107.4% | +87.6% |
| All | +68.0% | +97.9% | -29.9% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling