+30.2%
CNH vs STZ
-34.9%
+65.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +3.0% | +2.6% | +0.5% | +2.2% |
| 30D | -0.6% | +15.2% | -15.8% | -5.1% |
| 3M | +14.6% | +7.6% | +7.0% | +11.8% |
| 6M | +11.8% | +5.3% | +6.5% | +9.3% |
| YTD | +30.4% | +8.6% | +21.8% | +25.1% |
| 1Y | +19.1% | +15.6% | +3.5% | +11.6% |
| 3Y | +30.2% | -35.2% | +65.3% | +39.5% |
| All | +30.2% | -34.9% | +65.1% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling