+4,100.0%
CMG vs STZ
+479.2%
+3,620.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.2% |
| 30D | +7.1% | -1.9% | +9.0% | +7.6% |
| 3M | +31.2% | -6.2% | +37.4% | +33.5% |
| 6M | +0.7% | -14.0% | +14.7% | +5.0% |
| YTD | -0.1% | -5.1% | +5.0% | +0.5% |
| 1Y | -10.7% | -9.6% | -1.2% | -9.1% |
| 3Y | -4.7% | -47.2% | +42.6% | +13.3% |
| 5Y | -3.8% | -33.6% | +29.8% | +5.5% |
| 10Y | +352.5% | -9.8% | +362.3% | +328.9% |
| All | +4,100.0% | +479.2% | +3,620.8% | +1,661.7% |
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