+34.6%
CP vs STZ
+13.3%
+21.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +2.8% | +4.9% | -2.1% | +1.9% |
| 30D | +10.2% | +20.9% | -10.7% | +6.7% |
| 3M | +2.4% | +8.0% | -5.6% | +0.8% |
| 6M | +7.7% | -5.3% | +13.0% | +8.3% |
| YTD | +26.0% | +5.9% | +20.1% | +22.6% |
| 1Y | +34.6% | +14.2% | +20.4% | +31.5% |
| All | +34.6% | +13.3% | +21.4% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling