+123.8%
STX vs CPNG
-45.7%
+169.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +12.0% | -20.1% | -9.6% |
| 7D | -20.2% | +20.8% | -41.0% | -22.6% |
| 30D | -37.2% | +20.1% | -57.3% | -39.0% |
| 3M | -34.1% | +1.6% | -35.7% | -33.9% |
| 6M | -24.5% | -15.8% | -8.6% | -21.9% |
| YTD | +102.9% | -27.7% | +130.7% | +125.6% |
| 1Y | +123.8% | -46.9% | +170.7% | +159.8% |
| All | +123.8% | -45.7% | +169.5% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling