+10,374.7%
STX vs CAH
+889.5%
+9,485.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.7% | +9.9% |
| 7D | -1.0% | +5.9% | -6.9% | -3.3% |
| 30D | -26.8% | +16.5% | -43.3% | -31.4% |
| 3M | -32.7% | +15.7% | -48.5% | -37.0% |
| 6M | -33.7% | +52.7% | -86.5% | -45.1% |
| YTD | +101.0% | +36.3% | +64.7% | +72.7% |
| 1Y | +92.7% | +36.7% | +56.0% | +65.3% |
| 3Y | +708.7% | +178.2% | +530.6% | +400.3% |
| 5Y | +504.0% | +515.8% | -11.8% | +159.0% |
| 10Y | +2,108.4% | +411.8% | +1,696.5% | +835.7% |
| All | +10,374.7% | +889.5% | +9,485.2% | +2,665.1% |
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