-14.1%
CG vs STZ
+14.7%
-28.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +3.8% |
| 7D | +9.4% | +13.0% | -3.5% | +7.9% |
| 30D | +8.7% | +29.4% | -20.7% | +6.0% |
| 3M | -15.0% | +11.6% | -26.6% | -16.1% |
| 6M | -13.2% | -0.2% | -13.0% | -13.5% |
| YTD | -26.2% | +8.6% | -34.7% | -31.1% |
| 1Y | -14.1% | +15.9% | -30.0% | -19.7% |
| All | -14.1% | +14.7% | -28.8% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling