+455.1%
STM vs CNH
+28.6%
+426.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.9% | -8.5% | -10.2% |
| 7D | -20.1% | -0.4% | -19.7% | -19.9% |
| 30D | -32.0% | -15.2% | -16.7% | -25.7% |
| 3M | -24.2% | +4.3% | -28.4% | -27.3% |
| 6M | -29.9% | +10.1% | -40.0% | -35.1% |
| YTD | +54.9% | +23.2% | +31.7% | +33.6% |
| 1Y | +68.0% | +8.5% | +59.5% | +55.0% |
| 3Y | -0.1% | +4.1% | -4.2% | -8.5% |
| 5Y | -17.9% | -17.8% | 0.0% | -16.0% |
| 10Y | +392.2% | +113.3% | +278.9% | +194.6% |
| All | +455.1% | +28.6% | +426.5% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling