+3,426.5%
STX vs CP
+222.0%
+3,204.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | -2.7% | +5.0% | +3.6% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | -8.2% | +2.6% | -10.8% | -10.1% |
| 6M | +127.0% | +6.0% | +121.1% | +118.1% |
| YTD | +209.1% | +24.9% | +184.2% | +171.9% |
| 1Y | +365.4% | +20.1% | +345.3% | +316.5% |
| 3Y | +1,135.4% | +16.4% | +1,119.0% | +1,003.6% |
| 5Y | +991.5% | +31.7% | +959.8% | +800.3% |
| All | +3,426.5% | +222.0% | +3,204.5% | +1,618.6% |
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