+102.4%
STX vs CPNG
-47.2%
+149.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +14.6% | -6.8% | +21.4% | +15.9% |
| 30D | -26.0% | +5.5% | -31.4% | -26.8% |
| 3M | -42.6% | -6.8% | -35.9% | -41.8% |
| 6M | -35.3% | -4.8% | -30.4% | -35.2% |
| YTD | +92.5% | -35.6% | +128.1% | +131.4% |
| 1Y | +102.4% | -46.8% | +149.2% | +186.8% |
| All | +102.4% | -47.2% | +149.6% | +186.8% |
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