+2,108.4%
STX vs CP
+251.7%
+1,856.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.5% |
| 30D | -26.8% | +9.6% | -36.4% | -30.0% |
| 3M | -32.7% | +2.2% | -34.9% | -33.7% |
| 6M | -33.7% | +11.1% | -44.8% | -38.0% |
| YTD | +101.0% | +28.2% | +72.8% | +73.7% |
| 1Y | +92.7% | +32.2% | +60.5% | +64.0% |
| 3Y | +708.7% | +35.5% | +673.2% | +565.0% |
| 5Y | +504.0% | +26.8% | +477.2% | +406.8% |
| 10Y | +2,108.4% | +256.9% | +1,851.4% | +940.5% |
| All | +2,108.4% | +251.7% | +1,856.6% | +940.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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