+588.0%
STX vs CP
+26.5%
+561.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -28.5% | +2.8% | -31.3% | -28.9% |
| 30D | -42.9% | +10.2% | -53.1% | -44.4% |
| 3M | -45.9% | +2.4% | -48.3% | -46.2% |
| 6M | -41.3% | +7.7% | -49.0% | -43.1% |
| YTD | +67.9% | +26.0% | +42.0% | +51.5% |
| 1Y | +66.5% | +34.6% | +31.9% | +46.0% |
| 3Y | +588.0% | +26.7% | +561.3% | +512.0% |
| All | +588.0% | +26.5% | +561.5% | +512.0% |
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