+1,972.8%
STX vs CAH
+418.0%
+1,554.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +14.6% | +3.5% | +11.1% | +13.5% |
| 30D | -26.0% | +13.5% | -39.4% | -28.8% |
| 3M | -42.6% | +21.8% | -64.5% | -46.1% |
| 6M | -35.3% | +51.5% | -86.8% | -43.7% |
| YTD | +92.5% | +38.1% | +54.4% | +71.1% |
| 1Y | +102.4% | +37.7% | +64.7% | +80.1% |
| 3Y | +673.8% | +179.6% | +494.2% | +426.9% |
| 5Y | +463.1% | +504.9% | -41.9% | +182.7% |
| All | +1,972.8% | +418.0% | +1,554.9% | +867.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling