-32.5%
STX vs CPNG
-5.3%
-27.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.7% |
| 7D | +16.8% | -6.9% | +23.7% | +17.8% |
| 30D | -27.0% | +1.1% | -28.2% | -26.8% |
| 3M | -37.9% | -6.3% | -31.6% | -36.7% |
| 6M | -32.5% | -3.8% | -28.7% | -33.3% |
| All | -32.5% | -5.3% | -27.2% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling