+2,016.3%
STM vs CAH
+4,492.6%
-2,476.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +5.9% | -4.5% | -0.7% |
| 30D | -8.4% | +16.5% | -24.9% | -13.5% |
| 3M | -15.8% | +15.7% | -31.6% | -20.5% |
| 6M | -22.8% | +52.7% | -75.5% | -34.7% |
| YTD | +79.4% | +36.3% | +43.1% | +57.1% |
| 1Y | +97.0% | +36.7% | +60.2% | +72.1% |
| 3Y | +14.2% | +178.2% | -164.0% | -25.6% |
| 5Y | -4.5% | +515.8% | -520.2% | -54.6% |
| 10Y | +463.1% | +411.8% | +51.2% | +166.8% |
| All | +2,016.3% | +4,492.6% | -2,476.3% | +504.8% |
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