+476.2%
STX vs CNP
+74.5%
+401.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +14.6% | +1.3% | +13.3% | +14.3% |
| 30D | -26.0% | +3.8% | -29.8% | -26.3% |
| 3M | -42.6% | +2.4% | -45.0% | -42.8% |
| 6M | -35.3% | -1.2% | -34.1% | -35.5% |
| YTD | +92.5% | +9.3% | +83.2% | +86.2% |
| 1Y | +102.4% | +6.4% | +96.0% | +97.2% |
| 3Y | +673.8% | +66.4% | +607.5% | +537.6% |
| All | +476.2% | +74.5% | +401.7% | +348.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling