+149.5%
CNH vs STZ
-14.3%
+163.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | +0.1% | -3.1% |
| 7D | +8.8% | -7.4% | +16.2% | +12.5% |
| 30D | +24.7% | -10.9% | +35.5% | +31.0% |
| 3M | +27.3% | -13.4% | +40.8% | +35.1% |
| 6M | +23.2% | -16.2% | +39.3% | +31.9% |
| YTD | +48.9% | -10.4% | +59.4% | +53.9% |
| 1Y | +19.4% | -14.8% | +34.2% | +25.7% |
| 3Y | +7.8% | -50.1% | +57.9% | +42.1% |
| 5Y | +8.7% | -38.8% | +47.5% | +28.7% |
| 10Y | +149.5% | -14.1% | +163.6% | +161.6% |
| All | +149.5% | -14.3% | +163.8% | +161.6% |
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 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