+321.2%
CMG vs STZ
-10.3%
+331.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | -3.8% | -4.1% | +0.3% | -2.6% |
| 30D | +12.9% | -7.6% | +20.5% | +15.5% |
| 3M | +18.8% | -12.3% | +31.1% | +23.4% |
| 6M | +4.1% | -16.3% | +20.4% | +9.4% |
| YTD | -2.4% | -8.4% | +6.0% | -0.9% |
| 1Y | -6.7% | -10.8% | +4.2% | -4.7% |
| 3Y | -7.1% | -49.0% | +41.9% | +12.0% |
| 5Y | -5.0% | -36.5% | +31.5% | +5.6% |
| All | +321.2% | -10.3% | +331.5% | +326.1% |
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