+449.2%
STX vs CPNG
-45.9%
+495.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -17.3% | +7.2% | -24.5% | -18.4% |
| 30D | -35.9% | +3.2% | -39.2% | -36.4% |
| 3M | -37.3% | +0.9% | -38.2% | -37.7% |
| 6M | -35.8% | -3.8% | -32.0% | -36.0% |
| YTD | +82.7% | -30.8% | +113.5% | +92.5% |
| 1Y | +71.6% | -43.5% | +115.2% | +87.7% |
| 3Y | +635.3% | +6.6% | +628.7% | +610.8% |
| All | +449.2% | -45.9% | +495.0% | +407.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling