+8,652.1%
STX vs CPB
+96.4%
+8,555.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -28.5% | +8.0% | -36.5% | -29.7% |
| 30D | -42.9% | +22.4% | -65.3% | -45.6% |
| 3M | -45.9% | +2.5% | -48.4% | -46.7% |
| 6M | -41.3% | +12.2% | -53.5% | -44.2% |
| YTD | +67.9% | -12.8% | +80.8% | +69.2% |
| 1Y | +66.5% | -19.2% | +85.7% | +70.9% |
| 3Y | +588.0% | -35.6% | +623.5% | +638.0% |
| 5Y | +449.1% | -31.4% | +480.5% | +460.4% |
| 10Y | +1,982.8% | -37.9% | +2,020.8% | +1,996.6% |
| All | +8,652.1% | +96.4% | +8,555.7% | +4,649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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