+25.9%
CMS vs STZ
-33.3%
+59.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | -3.6% | -1.9% | -1.7% | -3.3% |
| 3M | -1.9% | -6.2% | +4.3% | -0.6% |
| 6M | -11.0% | -14.0% | +3.0% | -8.1% |
| YTD | +0.2% | -5.1% | +5.3% | +0.3% |
| 1Y | -1.3% | -9.6% | +8.2% | -0.2% |
| 3Y | +35.9% | -47.2% | +83.2% | +59.2% |
| All | +25.9% | -33.3% | +59.2% | +35.7% |
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 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