+50.2%
CG vs STZ
-37.2%
+87.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.2% | +4.9% | -6.1% | -2.1% |
| 30D | +5.0% | +20.9% | -15.8% | +1.5% |
| 3M | -18.2% | +8.0% | -26.2% | -19.4% |
| 6M | -20.7% | -5.3% | -15.4% | -20.1% |
| YTD | -31.4% | +5.9% | -37.3% | -33.4% |
| 1Y | -22.3% | +14.2% | -36.5% | -25.9% |
| 3Y | +50.2% | -37.0% | +87.1% | +56.9% |
| All | +50.2% | -37.2% | +87.3% | +56.9% |
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 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