+149.5%
CNH vs STT
+264.2%
-114.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -4.8% |
| 7D | +8.8% | +2.2% | +6.6% | +7.5% |
| 30D | +24.7% | +3.9% | +20.8% | +21.7% |
| 3M | +27.3% | +19.2% | +8.2% | +14.0% |
| 6M | +23.2% | +60.4% | -37.2% | -7.7% |
| YTD | +48.9% | +51.5% | -2.5% | +14.8% |
| 1Y | +19.4% | +76.3% | -56.9% | -16.3% |
| 3Y | +7.8% | +200.7% | -193.0% | -45.8% |
| 5Y | +8.7% | +157.5% | -148.7% | -42.9% |
| 10Y | +149.5% | +262.0% | -112.5% | -4.3% |
| All | +149.5% | +264.2% | -114.6% | -4.3% |
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