+6,931.1%
CI vs STZ
+9,621.1%
-2,690.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | +4.4% | -1.9% | +6.3% | +4.8% |
| 3M | +0.7% | -6.2% | +6.9% | +1.9% |
| 6M | +0.3% | -14.0% | +14.4% | +3.2% |
| YTD | +3.8% | -5.1% | +8.9% | +4.1% |
| 1Y | -5.5% | -9.6% | +4.1% | -4.3% |
| 3Y | +8.1% | -47.2% | +55.3% | +21.5% |
| 5Y | +42.8% | -33.6% | +76.4% | +52.3% |
| 10Y | +143.9% | -9.8% | +153.7% | +140.6% |
| All | +6,931.1% | +9,621.1% | -2,690.0% | +3,543.7% |
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 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