+16,011.1%
STX vs CP
+2,848.4%
+13,162.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | -2.7% | +5.0% | +3.7% |
| 30D | +1.4% | +0.2% | +1.2% | +1.2% |
| 3M | -8.2% | +2.6% | -10.8% | -10.2% |
| 6M | +127.0% | +6.0% | +121.1% | +117.8% |
| YTD | +209.1% | +24.9% | +184.2% | +171.4% |
| 1Y | +365.4% | +20.1% | +345.3% | +315.7% |
| 3Y | +1,135.4% | +16.4% | +1,119.0% | +1,003.4% |
| 5Y | +991.5% | +31.7% | +959.8% | +802.6% |
| 10Y | +3,695.8% | +223.9% | +3,472.0% | +1,793.8% |
| All | +16,011.1% | +2,848.4% | +13,162.7% | +2,374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling