+39.4%
CFG vs STZ
-16.0%
+55.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.3% |
| 7D | +2.7% | -7.4% | +10.1% | +3.9% |
| 30D | -3.7% | -10.9% | +7.2% | -2.0% |
| 3M | +9.5% | -13.4% | +22.9% | +11.6% |
| 6M | +22.2% | -16.2% | +38.4% | +25.1% |
| YTD | +22.3% | -10.4% | +32.8% | +22.6% |
| 1Y | +39.4% | -14.8% | +54.2% | +40.4% |
| All | +39.4% | -16.0% | +55.4% | +40.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling