+221.2%
CP vs STZ
-9.3%
+230.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | +0.2% | -1.9% | +2.0% | +0.7% |
| 3M | +2.6% | -6.2% | +8.8% | +4.5% |
| 6M | +6.0% | -14.0% | +20.0% | +11.0% |
| YTD | +24.9% | -5.1% | +30.1% | +25.4% |
| 1Y | +20.1% | -9.6% | +29.7% | +22.3% |
| 3Y | +16.4% | -47.2% | +63.6% | +42.8% |
| 5Y | +31.7% | -33.6% | +65.3% | +46.0% |
| All | +221.2% | -9.3% | +230.5% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling