+2,071.0%
STX vs CP
+261.0%
+1,810.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +8.9% |
| 7D | -14.8% | +2.8% | -17.5% | -15.8% |
| 30D | -35.4% | +11.3% | -46.7% | -38.7% |
| 3M | -37.7% | +2.9% | -40.5% | -38.8% |
| 6M | -35.2% | +9.8% | -45.0% | -39.0% |
| YTD | +84.4% | +28.5% | +55.9% | +59.1% |
| 1Y | +82.3% | +33.5% | +48.8% | +54.4% |
| 3Y | +646.2% | +31.9% | +614.3% | +522.3% |
| 5Y | +487.4% | +25.5% | +461.9% | +395.5% |
| 10Y | +2,071.0% | +257.6% | +1,813.5% | +933.7% |
| All | +2,071.0% | +261.0% | +1,810.0% | +933.7% |
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