+708.1%
STX vs CNH
+35.8%
+672.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.9% | +8.1% | +9.5% |
| 7D | -1.0% | +6.7% | -7.6% | -2.4% |
| 30D | -26.8% | +7.2% | -34.0% | -28.0% |
| 3M | -32.7% | +17.5% | -50.2% | -36.6% |
| 6M | -33.7% | +15.0% | -48.7% | -37.7% |
| YTD | +101.0% | +36.8% | +64.2% | +75.9% |
| 1Y | +92.7% | +27.6% | +65.1% | +72.6% |
| All | +708.1% | +35.8% | +672.3% | +615.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling