+4,889.7%
STX vs CG
+351.2%
+4,538.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +7.0% |
| 7D | +2.4% | -4.3% | +6.7% | +4.1% |
| 30D | +1.4% | -5.1% | +6.5% | +3.1% |
| 3M | -8.2% | +8.7% | -16.9% | -12.1% |
| 6M | +127.0% | -9.2% | +136.3% | +132.9% |
| YTD | +209.1% | -18.9% | +228.0% | +230.7% |
| 1Y | +365.4% | -25.6% | +391.1% | +413.1% |
| 3Y | +1,135.4% | +57.3% | +1,078.1% | +871.9% |
| 5Y | +991.5% | +10.2% | +981.3% | +851.0% |
| 10Y | +3,695.8% | +364.2% | +3,331.6% | +1,690.6% |
| All | +4,889.7% | +351.2% | +4,538.5% | +2,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling