+9,929.9%
STX vs CAH
+902.5%
+9,027.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +14.6% | +3.5% | +11.1% | +13.1% |
| 30D | -26.0% | +13.5% | -39.4% | -29.8% |
| 3M | -42.6% | +21.8% | -64.5% | -47.3% |
| 6M | -35.3% | +51.5% | -86.8% | -46.2% |
| YTD | +92.5% | +38.1% | +54.4% | +64.5% |
| 1Y | +102.4% | +37.7% | +64.7% | +73.2% |
| 3Y | +673.8% | +179.6% | +494.2% | +377.8% |
| 5Y | +463.1% | +504.9% | -41.9% | +143.4% |
| 10Y | +2,014.6% | +418.6% | +1,596.0% | +791.3% |
| All | +9,929.9% | +902.5% | +9,027.3% | +2,533.9% |
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