+664.5%
STM vs CAH
+295.7%
+368.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -5.2% | +1.2% | -6.3% | -5.5% |
| 3M | -29.6% | +13.1% | -42.7% | -32.4% |
| 6M | +54.4% | +8.5% | +45.9% | +49.6% |
| YTD | +99.5% | +17.6% | +81.9% | +88.0% |
| 1Y | +100.8% | +60.7% | +40.1% | +70.2% |
| 3Y | +20.2% | +183.2% | -163.0% | -17.5% |
| 5Y | +21.1% | +402.2% | -381.0% | -32.9% |
| 10Y | +664.5% | +302.3% | +362.2% | +305.4% |
| All | +664.5% | +295.7% | +368.8% | +305.4% |
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