+2,071.0%
STX vs CNH
+134.0%
+1,937.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.9% | -1.1% | +5.8% |
| 7D | -14.8% | +8.6% | -23.3% | -17.0% |
| 30D | -35.4% | +12.6% | -47.9% | -38.1% |
| 3M | -37.7% | +17.5% | -55.2% | -42.3% |
| 6M | -35.2% | +18.1% | -53.3% | -40.9% |
| YTD | +84.4% | +40.4% | +44.0% | +55.8% |
| 1Y | +82.3% | +34.0% | +48.3% | +56.5% |
| 3Y | +646.2% | +35.3% | +610.9% | +519.0% |
| 5Y | +487.4% | -5.1% | +492.5% | +445.4% |
| 10Y | +2,071.0% | +124.0% | +1,947.0% | +1,447.9% |
| All | +2,071.0% | +134.0% | +1,937.1% | +1,447.9% |
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