+92.7%
STX vs CAG
-7.3%
+100.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +8.1% |
| 7D | -1.0% | -1.8% | +0.8% | -1.8% |
| 30D | -26.8% | +9.7% | -36.4% | -20.2% |
| 3M | -32.7% | +0.5% | -33.2% | -29.7% |
| 6M | -33.7% | +8.9% | -42.7% | -25.6% |
| YTD | +101.0% | -8.4% | +109.4% | +117.9% |
| 1Y | +92.7% | -8.3% | +101.0% | +106.6% |
| All | +92.7% | -7.3% | +100.0% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling