+6,781.2%
CME vs STZ
+1,166.3%
+5,614.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | +6.2% | -1.9% | +8.1% | +6.8% |
| 3M | +10.4% | -6.2% | +16.7% | +12.4% |
| 6M | -9.5% | -14.0% | +4.5% | -5.8% |
| YTD | +6.0% | -5.1% | +11.1% | +6.5% |
| 1Y | +9.3% | -9.6% | +18.8% | +11.0% |
| 3Y | +57.7% | -47.2% | +104.9% | +86.6% |
| 5Y | +77.7% | -33.6% | +111.3% | +91.5% |
| 10Y | +281.2% | -9.8% | +291.0% | +252.2% |
| All | +6,781.2% | +1,166.3% | +5,614.9% | +2,439.7% |
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