+1,197.2%
STX vs CPNG
-75.9%
+1,273.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +6.6% |
| 7D | +2.4% | -7.4% | +9.8% | +3.7% |
| 30D | +1.4% | -4.4% | +5.8% | +2.0% |
| 3M | -8.2% | -7.5% | -0.7% | -7.5% |
| 6M | +127.0% | -19.9% | +147.0% | +133.4% |
| YTD | +209.1% | -35.2% | +244.3% | +229.1% |
| 1Y | +365.4% | -46.8% | +412.2% | +411.1% |
| 3Y | +1,135.4% | -20.2% | +1,155.5% | +1,153.8% |
| 5Y | +991.5% | -48.4% | +1,039.9% | +978.8% |
| All | +1,197.2% | -75.9% | +1,273.1% | +1,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling