+90.1%
STM vs CAH
+39.1%
+51.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.7% |
| 7D | -7.9% | +9.4% | -17.3% | -5.0% |
| 30D | -14.1% | +16.5% | -30.6% | -9.8% |
| 3M | -17.6% | +17.0% | -34.6% | -13.1% |
| 6M | -24.2% | +51.4% | -75.6% | -19.2% |
| YTD | +73.3% | +36.0% | +37.3% | +88.3% |
| 1Y | +90.1% | +36.0% | +54.1% | +104.0% |
| All | +90.1% | +39.1% | +51.0% | +104.0% |
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