+1,184.4%
STX vs CP
+17.1%
+1,167.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | +2.4% | -2.7% | +5.0% | +3.1% |
| 30D | +1.4% | +0.2% | +1.2% | +1.4% |
| 3M | -8.2% | +2.6% | -10.8% | -9.4% |
| 6M | +127.0% | +6.0% | +121.1% | +120.7% |
| YTD | +209.1% | +24.9% | +184.2% | +179.7% |
| 1Y | +365.4% | +20.1% | +345.3% | +327.7% |
| All | +1,184.4% | +17.1% | +1,167.3% | +1,070.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling