+16,011.1%
STX vs CNP
+1,373.9%
+14,637.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | +1.4% | -1.8% | +3.2% | +2.1% |
| 3M | -8.2% | -4.6% | -3.6% | -7.3% |
| 6M | +127.0% | -8.8% | +135.9% | +132.8% |
| YTD | +209.1% | +5.2% | +203.9% | +199.4% |
| 1Y | +365.4% | +8.3% | +357.1% | +343.8% |
| 3Y | +1,135.4% | +54.9% | +1,080.5% | +905.4% |
| 5Y | +991.5% | +73.5% | +918.0% | +739.1% |
| 10Y | +3,695.8% | +139.1% | +3,556.7% | +2,264.8% |
| All | +16,011.1% | +1,373.9% | +14,637.2% | +7,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling