+16,011.1%
STX vs CPB
+81.6%
+15,929.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.1% |
| 7D | +2.4% | -8.6% | +10.9% | +4.3% |
| 30D | +1.4% | -7.2% | +8.6% | +2.7% |
| 3M | -8.2% | +0.9% | -9.1% | -10.0% |
| 6M | +127.0% | -11.8% | +138.8% | +129.6% |
| YTD | +209.1% | -19.4% | +228.6% | +218.5% |
| 1Y | +365.4% | -30.4% | +395.8% | +397.3% |
| 3Y | +1,135.4% | -40.2% | +1,175.5% | +1,249.0% |
| 5Y | +991.5% | -39.5% | +1,031.0% | +1,057.1% |
| 10Y | +3,695.8% | -47.4% | +3,743.2% | +3,971.5% |
| All | +16,011.1% | +81.6% | +15,929.5% | +8,841.7% |
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