+16,011.1%
STX vs CAG
+97.4%
+15,913.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.4% | -3.8% | +6.1% | +3.4% |
| 30D | +1.4% | +3.1% | -1.7% | +0.3% |
| 3M | -8.2% | +23.5% | -31.7% | -14.8% |
| 6M | +127.0% | -14.8% | +141.9% | +134.3% |
| YTD | +209.1% | -5.4% | +214.6% | +206.8% |
| 1Y | +365.4% | -11.8% | +377.2% | +369.8% |
| 3Y | +1,135.4% | -36.7% | +1,172.0% | +1,260.9% |
| 5Y | +991.5% | -40.3% | +1,031.8% | +1,108.9% |
| 10Y | +3,695.8% | -37.0% | +3,732.8% | +3,683.5% |
| All | +16,011.1% | +97.4% | +15,913.7% | +7,289.7% |
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