+1,383.2%
STX vs CAH
+184.7%
+1,198.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +6.5% |
| 7D | +10.7% | +0.5% | +10.3% | +10.7% |
| 30D | +11.3% | +1.7% | +9.5% | +11.1% |
| 3M | +3.2% | +17.9% | -14.6% | +1.7% |
| 6M | +157.0% | +10.9% | +146.0% | +155.5% |
| YTD | +229.2% | +17.9% | +211.3% | +223.8% |
| 1Y | +381.8% | +61.7% | +320.2% | +348.0% |
| 3Y | +1,383.2% | +183.7% | +1,199.4% | +1,147.0% |
| All | +1,383.2% | +184.7% | +1,198.5% | +1,147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling