+220.7%
CF vs STZ
-33.3%
+254.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +6.0% | -1.9% | +7.9% | +6.3% |
| 30D | +14.8% | -1.9% | +16.7% | +15.0% |
| 3M | +14.1% | -6.2% | +20.3% | +14.8% |
| 6M | +28.5% | -14.0% | +42.5% | +30.6% |
| YTD | +74.9% | -5.1% | +80.1% | +73.8% |
| 1Y | +61.7% | -9.6% | +71.3% | +61.8% |
| 3Y | +80.3% | -47.2% | +127.6% | +104.1% |
| All | +220.7% | -33.3% | +254.0% | +227.3% |
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 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