+123.8%
STX vs CG
-14.1%
+137.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.7% | -9.4% |
| 7D | -20.2% | +9.4% | -29.6% | -22.5% |
| 30D | -37.2% | +8.7% | -45.9% | -38.9% |
| 3M | -34.1% | -15.0% | -19.1% | -30.4% |
| 6M | -24.5% | -13.2% | -11.3% | -20.6% |
| YTD | +102.9% | -26.2% | +129.1% | +132.4% |
| 1Y | +123.8% | -14.1% | +137.9% | +126.6% |
| All | +123.8% | -14.1% | +137.9% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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