+10,374.7%
STX vs CAG
+91.3%
+10,283.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +10.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -26.8% | +9.7% | -36.4% | -29.1% |
| 3M | -32.7% | +0.5% | -33.2% | -33.7% |
| 6M | -33.7% | +8.9% | -42.7% | -37.1% |
| YTD | +101.0% | -8.4% | +109.4% | +98.8% |
| 1Y | +92.7% | -8.3% | +101.0% | +90.3% |
| 3Y | +708.7% | -36.1% | +744.8% | +776.3% |
| 5Y | +504.0% | -40.1% | +544.1% | +559.4% |
| 10Y | +2,108.4% | -36.9% | +2,145.2% | +2,072.7% |
| All | +10,374.7% | +91.3% | +10,283.4% | +4,688.4% |
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