-17.6%
CNH vs STZ
-29.4%
+11.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +3.0% | +2.6% | +0.5% | +2.1% |
| 30D | -0.6% | +15.2% | -15.8% | -6.0% |
| 3M | +14.6% | +7.6% | +7.0% | +11.1% |
| 6M | +11.8% | +5.3% | +6.5% | +8.8% |
| YTD | +30.4% | +8.6% | +21.8% | +24.0% |
| 1Y | +19.1% | +15.6% | +3.5% | +10.0% |
| 3Y | +30.2% | -35.2% | +65.3% | +49.8% |
| All | -17.6% | -29.4% | +11.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling