+3,621.5%
STX vs CAG
-35.6%
+3,657.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -2.0% |
| 7D | +9.6% | -6.6% | +16.2% | +10.0% |
| 30D | +10.6% | +2.3% | +8.3% | +10.3% |
| 3M | +4.8% | +16.3% | -11.5% | +3.0% |
| 6M | +137.3% | -16.0% | +153.3% | +141.9% |
| YTD | +222.5% | -7.7% | +230.2% | +223.9% |
| 1Y | +366.2% | -16.0% | +382.3% | +373.9% |
| 3Y | +1,352.9% | -37.7% | +1,390.6% | +1,434.3% |
| 5Y | +1,077.4% | -41.2% | +1,118.7% | +1,150.2% |
| 10Y | +3,621.5% | -33.8% | +3,655.3% | +3,704.1% |
| All | +3,621.5% | -35.6% | +3,657.1% | +3,704.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling