+164.4%
CMI vs STZ
-37.5%
+201.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.3% |
| 7D | +0.8% | -4.1% | +4.9% | +1.7% |
| 30D | -12.8% | -7.6% | -5.2% | -11.4% |
| 3M | -12.4% | -12.3% | -0.2% | -10.2% |
| 6M | -0.9% | -16.3% | +15.4% | +2.6% |
| YTD | +8.9% | -8.4% | +17.2% | +8.8% |
| 1Y | +37.7% | -10.8% | +48.5% | +38.6% |
| 3Y | +148.9% | -49.0% | +197.8% | +196.8% |
| 5Y | +164.4% | -36.5% | +200.8% | +161.5% |
| All | +164.4% | -37.5% | +201.9% | +161.5% |
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