+3,676.0%
STX vs CNH
+152.9%
+3,523.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.6% | +12.0% | +8.5% |
| 7D | +10.7% | +8.8% | +1.9% | +6.9% |
| 30D | +11.3% | +24.7% | -13.4% | +1.6% |
| 3M | +3.2% | +27.3% | -24.1% | -7.3% |
| 6M | +157.0% | +23.2% | +133.8% | +132.1% |
| YTD | +229.2% | +48.9% | +180.3% | +174.1% |
| 1Y | +381.8% | +19.4% | +362.4% | +335.7% |
| 3Y | +1,383.2% | +7.8% | +1,375.4% | +1,255.9% |
| 5Y | +1,144.9% | +8.7% | +1,136.2% | +1,005.0% |
| 10Y | +3,676.0% | +149.5% | +3,526.5% | +2,345.3% |
| All | +3,676.0% | +152.9% | +3,523.1% | +2,345.3% |
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