-41.2%
CAG vs STZ
-38.0%
-3.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -6.6% | -6.0% | -0.6% | -4.8% |
| 30D | +2.3% | -8.9% | +11.2% | +5.3% |
| 3M | +16.3% | -12.6% | +28.9% | +21.2% |
| 6M | -16.0% | -17.2% | +1.2% | -11.3% |
| YTD | -7.7% | -10.0% | +2.3% | -5.1% |
| 1Y | -16.0% | -14.3% | -1.7% | -12.6% |
| 3Y | -37.7% | -49.9% | +12.2% | -25.4% |
| 5Y | -41.2% | -38.2% | -3.0% | -33.9% |
| All | -41.2% | -38.0% | -3.3% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling