+237.6%
CFG vs STZ
+3.4%
+234.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -3.2% |
| 30D | +1.1% | +20.9% | -19.8% | -8.2% |
| 3M | -12.0% | +8.0% | -20.0% | -15.9% |
| 6M | -2.2% | -5.3% | +3.1% | -0.7% |
| YTD | +11.4% | +5.9% | +5.5% | +5.1% |
| 1Y | +27.8% | +14.2% | +13.6% | +15.5% |
| 3Y | +173.3% | -37.0% | +210.3% | +228.2% |
| 5Y | +62.4% | -29.7% | +92.1% | +80.2% |
| All | +237.6% | +3.4% | +234.2% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling