+369.4%
CBOE vs STZ
-10.3%
+379.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -3.7% | -4.1% | +0.4% | -2.8% |
| 30D | +2.0% | -7.6% | +9.6% | +3.7% |
| 3M | -4.2% | -12.3% | +8.0% | -1.5% |
| 6M | +1.2% | -16.3% | +17.5% | +4.7% |
| YTD | +15.4% | -8.4% | +23.7% | +16.5% |
| 1Y | +23.5% | -10.8% | +34.3% | +25.2% |
| 3Y | +93.2% | -49.0% | +142.2% | +121.1% |
| 5Y | +142.0% | -36.5% | +178.4% | +158.7% |
| All | +369.4% | -10.3% | +379.7% | +346.6% |
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