+289.9%
CAH vs STZ
-10.3%
+300.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.2% |
| 7D | -5.1% | -4.1% | -1.0% | -3.9% |
| 30D | -1.8% | -7.6% | +5.8% | +0.5% |
| 3M | +9.4% | -12.3% | +21.6% | +13.4% |
| 6M | +9.2% | -16.3% | +25.6% | +14.4% |
| YTD | +15.7% | -8.4% | +24.0% | +16.7% |
| 1Y | +59.7% | -10.8% | +70.6% | +61.9% |
| 3Y | +178.5% | -49.0% | +227.4% | +237.7% |
| 5Y | +398.3% | -36.5% | +434.7% | +444.3% |
| All | +289.9% | -10.3% | +300.2% | +269.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling