+10.9%
CMG vs STZ
+14.7%
-3.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.3% | +0.5% | +4.6% |
| 7D | +22.5% | +13.0% | +9.5% | +19.5% |
| 30D | +14.1% | +29.4% | -15.3% | +8.2% |
| 3M | +4.1% | +11.6% | -7.5% | +1.3% |
| 6M | +10.1% | -0.2% | +10.3% | +8.9% |
| YTD | -4.9% | +8.6% | -13.4% | -6.1% |
| 1Y | +10.9% | +15.9% | -5.0% | +7.4% |
| All | +10.9% | +14.7% | -3.8% | +7.4% |
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