+3,574.7%
STX vs CAH
+304.0%
+3,270.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +9.6% | -2.2% | +11.8% | +10.2% |
| 30D | +10.6% | +1.2% | +9.4% | +10.0% |
| 3M | +4.8% | +13.1% | -8.3% | +0.2% |
| 6M | +137.3% | +8.5% | +128.8% | +129.0% |
| YTD | +222.5% | +17.6% | +204.9% | +201.7% |
| 1Y | +366.2% | +60.7% | +305.6% | +290.1% |
| 3Y | +1,352.9% | +183.2% | +1,169.7% | +879.1% |
| 5Y | +1,077.4% | +402.2% | +675.3% | +532.6% |
| All | +3,574.7% | +304.0% | +3,270.7% | +1,815.0% |
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