+13.1%
CNH vs STT
+145.1%
-132.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +23.3% | +0.5% | +22.8% | +22.9% |
| 30D | +33.5% | +3.9% | +29.6% | +30.5% |
| 3M | +32.7% | +20.0% | +12.8% | +19.3% |
| 6M | +22.2% | +55.3% | -33.1% | -5.0% |
| YTD | +57.7% | +53.3% | +4.4% | +22.9% |
| 1Y | +28.0% | +74.7% | -46.7% | -7.7% |
| 3Y | +11.5% | +205.8% | -194.3% | -41.7% |
| All | +13.1% | +145.1% | -132.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling