+3,280.0%
STX vs CNH
+64.7%
+3,215.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +4.9% |
| 7D | +2.4% | +23.3% | -20.9% | -5.6% |
| 30D | +1.4% | +33.5% | -32.1% | -9.5% |
| 3M | -8.2% | +32.7% | -40.9% | -18.6% |
| 6M | +127.0% | +22.2% | +104.8% | +106.4% |
| YTD | +209.1% | +57.7% | +151.5% | +153.1% |
| 1Y | +365.4% | +28.0% | +337.4% | +311.3% |
| 3Y | +1,135.4% | +11.5% | +1,123.9% | +1,018.4% |
| 5Y | +991.5% | +11.9% | +979.6% | +863.1% |
| 10Y | +3,695.8% | +162.8% | +3,533.0% | +2,178.1% |
| All | +3,280.0% | +64.7% | +3,215.3% | +1,987.9% |
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