+476.2%
STX vs CNC
-5.8%
+482.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.1% |
| 7D | +14.6% | +2.2% | +12.4% | +14.5% |
| 30D | -26.0% | +1.6% | -27.5% | -26.0% |
| 3M | -42.6% | +7.9% | -50.5% | -42.8% |
| 6M | -35.3% | +21.2% | -56.5% | -35.9% |
| YTD | +92.5% | +73.2% | +19.3% | +86.0% |
| 1Y | +102.4% | +97.5% | +4.9% | +94.3% |
| 3Y | +673.8% | -1.2% | +675.0% | +653.0% |
| All | +476.2% | -5.8% | +482.0% | +460.1% |
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