+42.5%
CI vs STZ
-33.3%
+75.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | +4.4% | -1.9% | +6.3% | +4.9% |
| 3M | +0.7% | -6.2% | +6.9% | +2.2% |
| 6M | +0.3% | -14.0% | +14.4% | +3.7% |
| YTD | +3.8% | -5.1% | +8.9% | +3.4% |
| 1Y | -5.5% | -9.6% | +4.1% | -4.7% |
| 3Y | +8.1% | -47.2% | +55.3% | +27.3% |
| All | +42.5% | -33.3% | +75.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling