+5,967.0%
CF vs STZ
+462.2%
+5,504.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +6.0% | -1.9% | +7.9% | +6.8% |
| 30D | +14.8% | -1.9% | +16.7% | +15.4% |
| 3M | +14.1% | -6.2% | +20.3% | +16.1% |
| 6M | +28.5% | -14.0% | +42.5% | +33.8% |
| YTD | +74.9% | -5.1% | +80.1% | +74.4% |
| 1Y | +61.7% | -9.6% | +71.3% | +63.3% |
| 3Y | +80.3% | -47.2% | +127.6% | +119.4% |
| 5Y | +226.0% | -33.6% | +259.6% | +255.2% |
| 10Y | +569.9% | -9.8% | +579.6% | +520.7% |
| All | +5,967.0% | +462.2% | +5,504.8% | +1,747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling