+123.8%
STX vs CAH
+38.5%
+85.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -6.9% |
| 7D | -20.2% | +7.0% | -27.2% | -18.3% |
| 30D | -37.2% | +12.4% | -49.6% | -34.7% |
| 3M | -34.1% | +12.2% | -46.2% | -31.5% |
| 6M | -24.5% | +33.2% | -57.7% | -20.1% |
| YTD | +102.9% | +28.4% | +74.6% | +114.2% |
| 1Y | +123.8% | +35.0% | +88.8% | +125.6% |
| All | +123.8% | +38.5% | +85.3% | +125.6% |
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