+362.4%
CFG vs STZ
+77.4%
+285.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.5% | -1.9% | +3.5% | +2.5% |
| 30D | -3.8% | -1.9% | -1.9% | -3.2% |
| 3M | +11.5% | -6.2% | +17.7% | +14.2% |
| 6M | +19.2% | -14.0% | +33.2% | +26.7% |
| YTD | +23.7% | -5.1% | +28.8% | +23.9% |
| 1Y | +38.8% | -9.6% | +48.4% | +41.7% |
| 3Y | +178.9% | -47.2% | +226.1% | +266.1% |
| 5Y | +101.8% | -33.6% | +135.4% | +129.8% |
| 10Y | +317.3% | -9.8% | +327.0% | +297.8% |
| All | +362.4% | +77.4% | +285.0% | +240.5% |
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 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