+60.4%
CFG vs STZ
-29.4%
+89.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | +5.1% | +15.2% | -10.1% | +0.3% |
| 3M | -11.2% | +7.6% | -18.9% | -13.6% |
| 6M | +9.6% | +5.3% | +4.3% | +7.1% |
| YTD | +15.0% | +8.6% | +6.3% | +9.6% |
| 1Y | +29.9% | +15.6% | +14.3% | +20.6% |
| 3Y | +192.1% | -35.2% | +227.3% | +233.4% |
| All | +60.4% | -29.4% | +89.7% | +61.9% |
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