+10.3%
CNH vs STZ
-47.3%
+57.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +23.3% | -1.9% | +25.2% | +24.0% |
| 30D | +33.5% | -1.9% | +35.3% | +34.2% |
| 3M | +32.7% | -6.2% | +39.0% | +35.0% |
| 6M | +22.2% | -14.0% | +36.2% | +27.7% |
| YTD | +57.7% | -5.1% | +62.8% | +58.1% |
| 1Y | +28.0% | -9.6% | +37.5% | +30.5% |
| All | +10.3% | -47.3% | +57.6% | +31.4% |
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 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