+102.0%
CNH vs STZ
+9.8%
+92.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.5% |
| 7D | -1.7% | +4.9% | -6.6% | -3.9% |
| 30D | -7.2% | +20.9% | -28.1% | -14.9% |
| 3M | +6.5% | +8.0% | -1.4% | +2.4% |
| 6M | +7.9% | -5.3% | +13.2% | +9.4% |
| YTD | +26.6% | +5.9% | +20.7% | +20.9% |
| 1Y | +13.8% | +14.2% | -0.5% | +4.7% |
| 3Y | +9.2% | -37.0% | +46.2% | +29.2% |
| 5Y | -15.6% | -29.7% | +14.1% | -6.2% |
| All | +102.0% | +9.8% | +92.2% | +101.5% |
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