+1,907.8%
STX vs CNH
+109.9%
+1,797.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.7% |
| 7D | -17.3% | +4.5% | -21.8% | -18.4% |
| 30D | -35.9% | +7.6% | -43.6% | -37.7% |
| 3M | -37.3% | +17.0% | -54.3% | -41.9% |
| 6M | -35.8% | +12.9% | -48.8% | -40.4% |
| YTD | +82.7% | +34.3% | +48.5% | +56.8% |
| 1Y | +71.6% | +28.5% | +43.1% | +49.6% |
| 3Y | +635.3% | +31.9% | +603.4% | +515.0% |
| 5Y | +483.8% | -9.6% | +493.4% | +451.6% |
| All | +1,907.8% | +109.9% | +1,797.9% | +1,378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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