+2,071.0%
STX vs CSGP
+72.5%
+1,998.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +9.5% |
| 7D | -14.8% | -1.8% | -12.9% | -14.5% |
| 30D | -35.4% | +5.3% | -40.7% | -36.4% |
| 3M | -37.7% | +3.3% | -41.0% | -39.0% |
| 6M | -35.2% | -4.7% | -30.6% | -36.5% |
| YTD | +84.4% | -53.5% | +137.9% | +116.7% |
| 1Y | +82.3% | -53.7% | +136.0% | +113.8% |
| 3Y | +646.2% | -59.7% | +706.0% | +787.9% |
| 5Y | +487.4% | -62.5% | +549.9% | +595.1% |
| 10Y | +2,071.0% | +67.3% | +2,003.8% | +1,389.7% |
| All | +2,071.0% | +72.5% | +1,998.5% | +1,389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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