+50.7%
CF vs STZ
+17.1%
+33.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.8% | +5.3% | -0.6% | +5.2% |
| 30D | +9.7% | +19.6% | -9.9% | +11.3% |
| 3M | +1.2% | +10.0% | -8.7% | +1.8% |
| 6M | +7.4% | -0.3% | +7.6% | +6.6% |
| YTD | +60.5% | +8.6% | +52.0% | +58.7% |
| 1Y | +50.7% | +16.6% | +34.2% | +50.2% |
| All | +50.7% | +17.1% | +33.7% | +50.2% |
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