+1,972.8%
STX vs CNC
+177.3%
+1,795.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | +14.6% | +2.2% | +12.4% | +14.2% |
| 30D | -26.0% | +1.6% | -27.5% | -26.3% |
| 3M | -42.6% | +7.9% | -50.5% | -43.7% |
| 6M | -35.3% | +21.2% | -56.5% | -38.1% |
| YTD | +92.5% | +73.2% | +19.3% | +70.4% |
| 1Y | +102.4% | +97.5% | +4.9% | +74.6% |
| 3Y | +673.8% | -1.2% | +675.0% | +625.6% |
| 5Y | +463.1% | -6.1% | +469.1% | +424.6% |
| All | +1,972.8% | +177.3% | +1,795.5% | +1,110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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