+1,736.1%
STX vs CNH
+32.2%
+1,703.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -2.2% |
| 7D | -28.5% | -1.7% | -26.8% | -27.9% |
| 30D | -42.9% | -7.2% | -35.7% | -41.5% |
| 3M | -45.9% | +6.5% | -52.5% | -48.1% |
| 6M | -41.3% | +7.9% | -49.2% | -44.6% |
| YTD | +67.9% | +26.6% | +41.4% | +47.5% |
| 1Y | +66.5% | +13.8% | +52.8% | +52.0% |
| 3Y | +588.0% | +9.2% | +578.8% | +518.7% |
| 5Y | +449.1% | -15.6% | +464.7% | +432.2% |
| 10Y | +1,982.8% | +119.2% | +1,863.6% | +1,224.8% |
| All | +1,736.1% | +32.2% | +1,703.9% | +1,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling