-37.2%
CAG vs STZ
-10.3%
-26.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | -5.9% | -4.1% | -1.8% | -4.8% |
| 30D | -1.5% | -7.6% | +6.1% | +0.6% |
| 3M | +11.5% | -12.3% | +23.7% | +15.5% |
| 6M | -15.7% | -16.3% | +0.6% | -11.7% |
| YTD | -10.2% | -8.4% | -1.9% | -8.5% |
| 1Y | -18.1% | -10.8% | -7.2% | -16.0% |
| 3Y | -39.4% | -49.0% | +9.6% | -28.7% |
| 5Y | -42.6% | -36.5% | -6.1% | -36.7% |
| All | -37.2% | -10.3% | -26.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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