+124.0%
CNH vs STT
+211.9%
-87.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +9.0% |
| 7D | +8.6% | +0.9% | +7.6% | +8.1% |
| 30D | +12.6% | -2.3% | +14.9% | +14.1% |
| 3M | +17.5% | -7.0% | +24.5% | +22.2% |
| 6M | +18.1% | +15.5% | +2.6% | +7.3% |
| YTD | +40.4% | +35.6% | +4.8% | +15.4% |
| 1Y | +34.0% | +47.9% | -13.9% | +4.5% |
| 3Y | +35.3% | +181.1% | -145.8% | -29.2% |
| 5Y | -5.1% | +108.2% | -113.3% | -43.2% |
| 10Y | +124.0% | +201.0% | -77.0% | +2.6% |
| All | +124.0% | +211.9% | -87.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling