+2,071.0%
STX vs CG
+320.1%
+1,750.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.6% | +3.2% | +7.1% |
| 7D | -14.8% | +3.0% | -17.8% | -15.5% |
| 30D | -35.4% | +10.1% | -45.5% | -37.8% |
| 3M | -37.7% | -10.8% | -26.8% | -35.0% |
| 6M | -35.2% | -15.2% | -20.0% | -31.7% |
| YTD | +84.4% | -26.9% | +111.3% | +105.8% |
| 1Y | +82.3% | -17.0% | +99.3% | +93.0% |
| 3Y | +646.2% | +54.6% | +591.6% | +487.3% |
| 5Y | +487.4% | -16.7% | +504.2% | +468.1% |
| 10Y | +2,071.0% | +320.1% | +1,750.9% | +1,074.5% |
| All | +2,071.0% | +320.1% | +1,750.9% | +1,074.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling