+13.1%
CNH vs STZ
-33.3%
+46.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +23.3% | -1.9% | +25.2% | +24.2% |
| 30D | +33.5% | -1.9% | +35.3% | +34.3% |
| 3M | +32.7% | -6.2% | +39.0% | +35.5% |
| 6M | +22.2% | -14.0% | +36.2% | +28.7% |
| YTD | +57.7% | -5.1% | +62.8% | +58.3% |
| 1Y | +28.0% | -9.6% | +37.5% | +30.8% |
| 3Y | +11.5% | -47.2% | +58.8% | +40.9% |
| All | +13.1% | -33.3% | +46.4% | +22.5% |
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 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