+96.5%
STM vs CAH
+38.5%
+58.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.6% | -5.0% |
| 7D | -6.0% | +7.0% | -13.0% | -4.1% |
| 30D | -20.9% | +12.4% | -33.3% | -18.1% |
| 3M | -15.8% | +12.2% | -27.9% | -12.5% |
| 6M | -17.0% | +33.2% | -50.3% | -12.9% |
| YTD | +76.8% | +28.4% | +48.4% | +88.3% |
| 1Y | +96.5% | +35.0% | +61.4% | +118.2% |
| All | +96.5% | +38.5% | +58.0% | +118.2% |
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