+411.5%
CAH vs STZ
+13.4%
+398.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +3.5% | +2.6% | +0.9% | +2.6% |
| 30D | +13.5% | +15.2% | -1.7% | +8.4% |
| 3M | +21.8% | +7.6% | +14.2% | +18.6% |
| 6M | +51.5% | +5.3% | +46.3% | +48.1% |
| YTD | +38.1% | +8.6% | +29.4% | +31.7% |
| 1Y | +37.7% | +15.6% | +22.1% | +28.2% |
| 3Y | +179.6% | -35.2% | +214.8% | +213.3% |
| 5Y | +504.9% | -29.1% | +534.0% | +542.2% |
| All | +411.5% | +13.4% | +398.2% | +350.3% |
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