+34.8%
CF vs STZ
+14.7%
+20.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -4.0% |
| 7D | -6.9% | +13.0% | -19.9% | -6.2% |
| 30D | -3.7% | +29.4% | -33.2% | -1.9% |
| 3M | -5.0% | +11.6% | -16.5% | -4.4% |
| 6M | -10.5% | -0.2% | -10.2% | -11.1% |
| YTD | +46.5% | +8.6% | +38.0% | +43.6% |
| 1Y | +34.8% | +15.9% | +18.9% | +27.1% |
| All | +34.8% | +14.7% | +20.1% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling