+300.7%
CME vs STZ
+12.2%
+288.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.5% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +13.9% | +14.9% | -1.0% | +9.4% |
| 3M | +22.4% | +8.4% | +14.0% | +19.2% |
| 6M | +12.9% | +2.8% | +10.1% | +11.4% |
| YTD | +19.6% | +7.5% | +12.1% | +15.5% |
| 1Y | +17.7% | +12.5% | +5.1% | +11.8% |
| 3Y | +65.3% | -35.4% | +100.7% | +83.0% |
| 5Y | +75.1% | -29.3% | +104.4% | +83.8% |
| All | +300.7% | +12.2% | +288.5% | +255.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling