+47.7%
CI vs STZ
-29.7%
+77.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -1.6% | +4.9% | -6.5% | -2.8% |
| 30D | +5.4% | +20.9% | -15.5% | +0.3% |
| 3M | +7.3% | +8.0% | -0.7% | +4.9% |
| 6M | +5.3% | -5.3% | +10.6% | +6.2% |
| YTD | +8.5% | +5.9% | +2.6% | +4.9% |
| 1Y | +17.1% | +14.2% | +2.9% | +10.4% |
| 3Y | +1.4% | -37.0% | +38.4% | +12.5% |
| All | +47.7% | -29.7% | +77.4% | +47.3% |
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 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