+123.5%
CMS vs STZ
+3.4%
+120.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -0.5% | +4.9% | -5.4% | -1.8% |
| 30D | +7.2% | +20.9% | -13.7% | +1.8% |
| 3M | -1.3% | +8.0% | -9.2% | -3.6% |
| 6M | -4.3% | -5.3% | +1.0% | -3.4% |
| YTD | +2.1% | +5.9% | -3.9% | -0.8% |
| 1Y | -0.6% | +14.2% | -14.8% | -5.6% |
| 3Y | +38.0% | -37.0% | +75.0% | +53.2% |
| 5Y | +33.6% | -29.7% | +63.3% | +42.4% |
| All | +123.5% | +3.4% | +120.1% | +104.0% |
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