+17.4%
CME vs STZ
+12.3%
+5.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | +13.9% | +14.9% | -1.0% | +11.6% |
| 3M | +22.4% | +8.4% | +14.0% | +20.5% |
| 6M | +12.9% | +2.8% | +10.1% | +11.6% |
| YTD | +19.6% | +7.5% | +12.1% | +18.2% |
| All | +17.4% | +12.3% | +5.1% | +17.4% |
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