+503.2%
CMI vs STZ
-11.3%
+514.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -0.7% | -4.5% | +3.8% | +0.8% |
| 30D | -12.4% | -8.6% | -3.8% | -9.9% |
| 3M | -14.8% | -13.8% | -1.0% | -11.0% |
| 6M | +0.8% | -17.2% | +18.0% | +6.3% |
| YTD | +10.2% | -9.4% | +19.5% | +11.4% |
| 1Y | +37.4% | -11.9% | +49.3% | +39.9% |
| 3Y | +153.3% | -49.6% | +202.9% | +216.1% |
| 5Y | +167.6% | -37.2% | +204.8% | +199.0% |
| All | +503.2% | -11.3% | +514.5% | +451.0% |
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