+93.6%
STX vs CNH
+21.1%
+72.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.4% |
| 7D | +16.8% | +6.4% | +10.4% | +15.9% |
| 30D | -27.0% | -1.6% | -25.4% | -26.9% |
| 3M | -37.9% | +11.6% | -49.4% | -40.0% |
| 6M | -32.5% | +12.5% | -45.0% | -35.1% |
| YTD | +98.6% | +31.1% | +67.5% | +67.8% |
| 1Y | +93.6% | +17.0% | +76.6% | +72.1% |
| All | +93.6% | +21.1% | +72.5% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling