+299.6%
CG vs STZ
+711.9%
-412.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.0% | +5.3% | -3.4% | +0.3% |
| 30D | +8.5% | +19.6% | -11.1% | +2.3% |
| 3M | -12.1% | +10.0% | -22.1% | -15.1% |
| 6M | -16.4% | -0.3% | -16.2% | -17.0% |
| YTD | -28.0% | +8.6% | -36.5% | -31.2% |
| 1Y | -18.9% | +16.6% | -35.5% | -24.5% |
| 3Y | +51.2% | -34.8% | +86.0% | +68.7% |
| 5Y | -15.9% | -27.8% | +12.0% | -9.0% |
| 10Y | +305.9% | +12.5% | +293.4% | +282.0% |
| All | +299.6% | +711.9% | -412.2% | +222.5% |
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