+1,253.2%
STX vs CPNG
-76.8%
+1,329.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +9.6% | -7.6% | +17.1% | +11.0% |
| 30D | +10.6% | -8.8% | +19.4% | +12.1% |
| 3M | +4.8% | -7.2% | +12.0% | +5.5% |
| 6M | +137.3% | -21.5% | +158.8% | +144.7% |
| YTD | +222.5% | -37.4% | +259.9% | +245.2% |
| 1Y | +366.2% | -54.3% | +420.6% | +425.8% |
| 3Y | +1,352.9% | -20.3% | +1,373.2% | +1,375.3% |
| 5Y | +1,077.4% | -51.2% | +1,128.7% | +1,072.6% |
| All | +1,253.2% | -76.8% | +1,329.9% | +1,209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling