+371.9%
CAG vs STZ
+9,621.1%
-9,249.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.8% | -1.9% | -1.9% | -3.5% |
| 30D | +3.1% | -1.9% | +5.0% | +3.4% |
| 3M | +23.5% | -6.2% | +29.7% | +24.6% |
| 6M | -14.8% | -14.0% | -0.8% | -13.1% |
| YTD | -5.4% | -5.1% | -0.3% | -4.9% |
| 1Y | -11.8% | -9.6% | -2.2% | -10.7% |
| 3Y | -36.7% | -47.2% | +10.6% | -31.3% |
| 5Y | -40.3% | -33.6% | -6.7% | -37.3% |
| 10Y | -37.0% | -9.8% | -27.2% | -37.4% |
| All | +371.9% | +9,621.1% | -9,249.2% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling