+99.6%
STM vs CAH
+65.8%
+33.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.8% |
| 7D | +5.8% | +5.4% | +0.4% | +6.9% |
| 30D | -1.0% | +3.3% | -4.3% | -0.4% |
| 3M | -33.3% | +22.8% | -56.0% | -31.3% |
| 6M | +57.4% | +11.3% | +46.1% | +60.2% |
| YTD | +102.2% | +21.1% | +81.1% | +108.2% |
| 1Y | +99.6% | +67.2% | +32.4% | +106.3% |
| All | +99.6% | +65.8% | +33.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling