+635.3%
STX vs CSGP
-61.1%
+696.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -1.5% |
| 7D | -17.3% | -3.2% | -14.1% | -17.8% |
| 30D | -35.9% | +2.2% | -38.2% | -35.1% |
| 3M | -37.3% | -3.7% | -33.7% | -36.8% |
| 6M | -35.8% | -7.4% | -28.4% | -34.2% |
| YTD | +82.7% | -54.9% | +137.6% | +100.9% |
| 1Y | +71.6% | -54.9% | +126.5% | +88.4% |
| 3Y | +635.3% | -61.9% | +697.2% | +709.7% |
| All | +635.3% | -61.1% | +696.4% | +709.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling