+381.8%
STX vs CNP
+9.0%
+372.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +7.2% |
| 7D | +10.7% | +1.6% | +9.1% | +11.9% |
| 30D | +11.3% | -0.8% | +12.1% | +10.6% |
| 3M | +3.2% | -3.6% | +6.8% | 0.0% |
| 6M | +157.0% | -6.9% | +163.9% | +145.7% |
| YTD | +229.2% | +6.4% | +222.8% | +246.7% |
| 1Y | +381.8% | +9.9% | +371.9% | +433.3% |
| All | +381.8% | +9.0% | +372.8% | +433.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling