+16,011.1%
STX vs CAH
+779.5%
+15,231.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | +5.4% | -3.0% | +0.2% |
| 30D | +1.4% | +3.3% | -1.9% | -0.1% |
| 3M | -8.2% | +22.8% | -31.0% | -16.3% |
| 6M | +127.0% | +11.3% | +115.8% | +114.4% |
| YTD | +209.1% | +21.1% | +188.0% | +180.2% |
| 1Y | +365.4% | +67.2% | +298.2% | +265.4% |
| 3Y | +1,135.4% | +195.6% | +939.8% | +643.8% |
| 5Y | +991.5% | +413.8% | +577.7% | +407.1% |
| 10Y | +3,695.8% | +309.6% | +3,386.2% | +1,673.7% |
| All | +16,011.1% | +779.5% | +15,231.6% | +4,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling