-5.1%
CMS vs STZ
-4.7%
-0.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | -1.3% | +4.9% | -6.2% | -2.3% |
| 30D | +6.3% | +20.9% | -14.6% | +2.5% |
| 3M | -2.1% | +8.0% | -10.0% | -4.1% |
| 6M | -5.1% | -5.3% | +0.2% | -5.4% |
| All | -5.1% | -4.7% | -0.4% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling