+9.2%
CNH vs STZ
-37.2%
+46.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.3% |
| 7D | -1.7% | +4.9% | -6.6% | -3.3% |
| 30D | -7.2% | +20.9% | -28.1% | -12.8% |
| 3M | +6.5% | +8.0% | -1.4% | +3.7% |
| 6M | +7.9% | -5.3% | +13.2% | +9.3% |
| YTD | +26.6% | +5.9% | +20.7% | +22.4% |
| 1Y | +13.8% | +14.2% | -0.5% | +7.0% |
| 3Y | +9.2% | -37.0% | +46.2% | +17.6% |
| All | +9.2% | -37.2% | +46.4% | +17.6% |
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 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