+15,467.9%
CMI vs STZ
+9,621.1%
+5,846.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -13.4% | -1.9% | -11.6% | -13.2% |
| 3M | -17.0% | -6.2% | -10.8% | -16.1% |
| 6M | -1.6% | -14.0% | +12.4% | +1.7% |
| YTD | +11.0% | -5.1% | +16.1% | +11.0% |
| 1Y | +41.9% | -9.6% | +51.5% | +43.4% |
| 3Y | +151.8% | -47.2% | +199.0% | +193.0% |
| 5Y | +163.6% | -33.6% | +197.2% | +185.2% |
| 10Y | +472.9% | -9.8% | +482.7% | +452.5% |
| All | +15,467.9% | +9,621.1% | +5,846.8% | +5,601.7% |
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