+7,485.9%
CI vs STZ
+11,023.3%
-3,537.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.6% | +5.3% | -2.7% | +1.5% |
| 30D | +7.3% | +19.6% | -12.3% | +3.2% |
| 3M | +9.5% | +10.0% | -0.5% | +7.1% |
| 6M | +6.4% | -0.3% | +6.7% | +6.1% |
| YTD | +12.0% | +8.6% | +3.4% | +9.0% |
| 1Y | +20.1% | +16.6% | +3.5% | +15.0% |
| 3Y | +9.6% | -34.8% | +44.4% | +17.6% |
| 5Y | +52.7% | -27.8% | +80.6% | +59.8% |
| 10Y | +150.3% | +12.5% | +137.8% | +136.4% |
| All | +7,485.9% | +11,023.3% | -3,537.4% | +3,715.5% |
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