-5.7%
CMG vs STZ
-38.0%
+32.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -6.5% | -6.0% | -0.4% | -4.8% |
| 30D | +12.1% | -8.9% | +21.0% | +15.0% |
| 3M | +20.6% | -12.6% | +33.1% | +25.0% |
| 6M | +2.1% | -17.2% | +19.3% | +7.2% |
| YTD | -2.6% | -10.0% | +7.4% | -1.0% |
| 1Y | -8.7% | -14.3% | +5.6% | -5.9% |
| 3Y | -7.4% | -49.9% | +42.5% | +12.5% |
| 5Y | -5.7% | -38.2% | +32.6% | +4.7% |
| All | -5.7% | -38.0% | +32.3% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling