+2,038.9%
STX vs CNP
+145.0%
+1,893.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +16.8% | +2.5% | +14.4% | +16.0% |
| 30D | -27.0% | +4.0% | -31.1% | -27.9% |
| 3M | -37.9% | +1.6% | -39.5% | -38.3% |
| 6M | -32.5% | -1.7% | -30.8% | -32.7% |
| YTD | +98.6% | +8.6% | +90.0% | +90.9% |
| 1Y | +93.6% | +5.8% | +87.8% | +87.6% |
| 3Y | +699.1% | +63.0% | +636.1% | +554.7% |
| 5Y | +481.0% | +74.7% | +406.4% | +359.5% |
| All | +2,038.9% | +145.0% | +1,893.9% | +1,107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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