+34.8%
CNH vs STLA
+57.6%
-22.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.7% | -4.5% | +2.8% | +0.1% |
| 30D | -7.2% | -3.9% | -3.3% | -6.3% |
| 3M | +6.5% | -20.2% | +26.7% | +15.1% |
| 6M | +7.9% | -42.2% | +50.0% | +32.8% |
| YTD | +26.6% | -59.3% | +85.9% | +76.1% |
| 1Y | +13.8% | -56.1% | +69.8% | +52.1% |
| 3Y | +9.2% | -73.7% | +82.8% | +73.6% |
| 5Y | -15.6% | -70.3% | +54.7% | +22.6% |
| 10Y | +119.2% | +23.1% | +96.1% | +71.0% |
| All | +34.8% | +57.6% | -22.8% | +2.4% |
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 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