+89.4%
STM vs CNH
+33.2%
+56.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.9% | -4.1% | +1.4% |
| 7D | -5.6% | +8.6% | -14.1% | -9.2% |
| 30D | -14.4% | +12.6% | -27.0% | -19.4% |
| 3M | -20.5% | +17.5% | -38.0% | -27.9% |
| 6M | -24.5% | +18.1% | -42.6% | -32.6% |
| YTD | +72.7% | +40.4% | +32.3% | +39.2% |
| All | +89.4% | +33.2% | +56.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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