+60.3%
CG vs STZ
-47.2%
+107.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -4.3% | -1.9% | -2.4% | -3.9% |
| 30D | -5.1% | -1.9% | -3.2% | -4.8% |
| 3M | +8.7% | -6.2% | +14.9% | +9.8% |
| 6M | -9.2% | -14.0% | +4.8% | -6.9% |
| YTD | -18.9% | -5.1% | -13.7% | -19.6% |
| 1Y | -25.6% | -9.6% | -16.1% | -25.4% |
| All | +60.3% | -47.2% | +107.5% | +83.7% |
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 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