+112.0%
CF vs STZ
-29.7%
+141.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -3.2% | +4.9% | -8.1% | -3.8% |
| 30D | +4.3% | +20.9% | -16.5% | +1.7% |
| 3M | +2.8% | +8.0% | -5.2% | +1.6% |
| 6M | +0.6% | -5.3% | +5.9% | +1.0% |
| YTD | +56.6% | +5.9% | +50.7% | +53.2% |
| 1Y | +49.6% | +14.2% | +35.4% | +43.8% |
| 3Y | +61.5% | -37.0% | +98.5% | +75.0% |
| All | +112.0% | -29.7% | +141.7% | +101.1% |
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 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