+1,945.0%
STM vs CAH
+4,481.7%
-2,536.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | -7.9% | +9.4% | -17.3% | -10.9% |
| 30D | -14.1% | +16.5% | -30.6% | -18.9% |
| 3M | -17.6% | +17.0% | -34.6% | -22.5% |
| 6M | -24.2% | +51.4% | -75.6% | -35.7% |
| YTD | +73.3% | +36.0% | +37.3% | +51.9% |
| 1Y | +90.1% | +36.0% | +54.1% | +66.4% |
| 3Y | +10.3% | +177.5% | -167.1% | -28.1% |
| 5Y | -5.7% | +509.2% | -514.9% | -55.1% |
| 10Y | +444.1% | +408.1% | +36.0% | +158.5% |
| All | +1,945.0% | +4,481.7% | -2,536.7% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling