+1,125.4%
STX vs CNC
+3.0%
+1,122.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +9.6% | -4.9% | +14.4% | +9.8% |
| 30D | +10.6% | -3.8% | +14.4% | +10.7% |
| 3M | +4.8% | -3.2% | +8.0% | +4.9% |
| 6M | +137.3% | +47.9% | +89.4% | +130.8% |
| YTD | +222.5% | +55.7% | +166.8% | +212.6% |
| 1Y | +366.2% | +106.2% | +260.0% | +345.4% |
| 3Y | +1,352.9% | -2.1% | +1,355.0% | +1,289.1% |
| All | +1,125.4% | +3.0% | +1,122.4% | +1,092.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling