+34.5%
CMS vs STZ
-29.4%
+63.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.7% | +2.6% | -0.8% | +1.1% |
| 30D | +6.2% | +15.2% | -9.0% | +2.6% |
| 3M | +0.6% | +7.6% | -7.0% | -1.4% |
| 6M | -1.8% | +5.3% | -7.0% | -3.4% |
| YTD | +3.8% | +8.6% | -4.8% | +0.4% |
| 1Y | -1.8% | +15.6% | -17.3% | -6.8% |
| 3Y | +39.8% | -35.2% | +75.0% | +54.4% |
| All | +34.5% | -29.4% | +63.8% | +42.6% |
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