-39.4%
STX vs CP
+13.0%
-52.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.7% | -15.6% | -16.8% |
| 7D | -33.4% | +6.1% | -39.5% | -29.7% |
| 30D | -42.1% | +9.8% | -51.8% | -37.3% |
| 3M | -44.3% | +2.7% | -47.0% | -41.1% |
| 6M | -39.4% | +12.8% | -52.2% | -34.0% |
| All | -39.4% | +13.0% | -52.4% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling