+476.2%
STX vs CNH
-17.7%
+493.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +14.6% | +3.0% | +11.6% | +13.6% |
| 30D | -26.0% | -0.6% | -25.4% | -25.8% |
| 3M | -42.6% | +14.6% | -57.2% | -46.2% |
| 6M | -35.3% | +11.8% | -47.0% | -39.5% |
| YTD | +92.5% | +30.4% | +62.0% | +67.6% |
| 1Y | +102.4% | +19.1% | +83.3% | +82.5% |
| 3Y | +673.8% | +30.2% | +643.6% | +551.5% |
| All | +476.2% | -17.7% | +493.9% | +463.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling