+350.2%
CG vs STZ
+609.5%
-259.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | -5.1% | -1.9% | -3.2% | -4.6% |
| 3M | +8.7% | -6.2% | +14.9% | +10.5% |
| 6M | -9.2% | -14.0% | +4.8% | -5.5% |
| YTD | -18.9% | -5.1% | -13.7% | -18.9% |
| 1Y | -25.6% | -9.6% | -16.1% | -24.6% |
| 3Y | +57.3% | -47.2% | +104.5% | +88.8% |
| 5Y | +10.2% | -33.6% | +43.7% | +22.8% |
| 10Y | +364.2% | -9.8% | +374.0% | +363.6% |
| All | +350.2% | +609.5% | -259.4% | +280.3% |
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