+19.6%
CME vs STZ
+14.7%
+4.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +0.5% |
| 7D | +4.8% | +13.0% | -8.1% | +2.8% |
| 30D | +14.2% | +29.4% | -15.3% | +10.3% |
| 3M | +17.9% | +11.6% | +6.3% | +15.8% |
| 6M | +7.2% | -0.2% | +7.5% | +6.1% |
| YTD | +16.7% | +8.6% | +8.2% | +15.7% |
| 1Y | +19.6% | +15.9% | +3.6% | +19.8% |
| All | +19.6% | +14.7% | +4.8% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling