+1,144.9%
STX vs CAG
-40.6%
+1,185.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.3% |
| 7D | +10.7% | -5.3% | +16.0% | +10.2% |
| 30D | +11.3% | +1.0% | +10.3% | +11.4% |
| 3M | +3.2% | +17.4% | -14.1% | +4.3% |
| 6M | +157.0% | -16.8% | +173.8% | +162.3% |
| YTD | +229.2% | -6.8% | +236.0% | +233.6% |
| 1Y | +381.8% | -15.4% | +397.2% | +392.6% |
| 3Y | +1,383.2% | -37.1% | +1,420.3% | +1,465.1% |
| 5Y | +1,144.9% | -41.3% | +1,186.1% | +1,230.3% |
| All | +1,144.9% | -40.6% | +1,185.5% | +1,230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling