+1,019.5%
STX vs CP
+32.0%
+987.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | -2.7% | +5.0% | +3.4% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | -8.2% | +2.6% | -10.8% | -9.9% |
| 6M | +127.0% | +6.0% | +121.1% | +118.9% |
| YTD | +209.1% | +24.9% | +184.2% | +173.9% |
| 1Y | +365.4% | +20.1% | +345.3% | +319.5% |
| 3Y | +1,135.4% | +16.4% | +1,119.0% | +1,007.9% |
| All | +1,019.5% | +32.0% | +987.5% | +848.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling