+73.2%
STX vs CNH
+33.2%
+40.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.9% | -1.1% | +8.1% |
| 7D | -14.8% | +8.6% | -23.3% | -15.9% |
| 30D | -35.4% | +12.6% | -47.9% | -36.4% |
| 3M | -37.7% | +17.5% | -55.2% | -40.1% |
| 6M | -35.2% | +18.1% | -53.3% | -37.8% |
| YTD | +84.4% | +40.4% | +44.0% | +60.2% |
| All | +73.2% | +33.2% | +40.0% | +51.7% |
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