+9,509.3%
STX vs CAG
+97.2%
+9,412.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.7% |
| 7D | -14.8% | +4.6% | -19.3% | -15.9% |
| 30D | -35.4% | +14.7% | -50.0% | -38.1% |
| 3M | -37.7% | +2.4% | -40.0% | -38.8% |
| 6M | -35.2% | +10.7% | -45.9% | -38.7% |
| YTD | +84.4% | -5.5% | +89.9% | +81.2% |
| 1Y | +82.3% | -4.6% | +86.8% | +78.2% |
| 3Y | +646.2% | -34.4% | +680.7% | +704.7% |
| 5Y | +487.4% | -39.2% | +526.6% | +540.3% |
| 10Y | +2,071.0% | -39.0% | +2,110.0% | +2,084.4% |
| All | +9,509.3% | +97.2% | +9,412.1% | +4,264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling