+465.1%
STM vs CAH
+418.0%
+47.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +12.0% | +3.5% | +8.6% | +11.0% |
| 30D | -0.4% | +13.5% | -13.8% | -3.9% |
| 3M | -13.2% | +21.8% | -35.0% | -18.1% |
| 6M | -26.1% | +51.5% | -77.6% | -35.2% |
| YTD | +81.2% | +38.1% | +43.1% | +62.3% |
| 1Y | +98.3% | +37.7% | +60.6% | +77.7% |
| 3Y | +16.7% | +179.6% | -162.9% | -19.8% |
| 5Y | -4.8% | +504.9% | -509.8% | -51.6% |
| All | +465.1% | +418.0% | +47.1% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling