+92.7%
STX vs CP
+32.8%
+59.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | -1.0% | -0.7% | -0.3% | -1.3% |
| 30D | -26.8% | +9.6% | -36.4% | -25.2% |
| 3M | -32.7% | +2.2% | -34.9% | -31.5% |
| 6M | -33.7% | +11.1% | -44.8% | -32.8% |
| YTD | +101.0% | +28.2% | +72.8% | +94.7% |
| 1Y | +92.7% | +32.2% | +60.5% | +80.5% |
| All | +92.7% | +32.8% | +59.9% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling