+192.6%
CFG vs STZ
-35.6%
+228.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | +3.1% | +14.9% | -11.8% | +0.2% |
| 3M | -9.7% | +8.4% | -18.1% | -11.4% |
| 6M | +6.7% | +2.8% | +3.9% | +5.7% |
| YTD | +15.2% | +7.5% | +7.6% | +12.0% |
| 1Y | +28.8% | +12.5% | +16.2% | +23.8% |
| All | +192.6% | -35.6% | +228.2% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling