+296.4%
CAH vs STZ
-12.0%
+308.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.2% | -6.0% | +3.8% | -0.4% |
| 30D | +1.2% | -8.9% | +10.1% | +4.0% |
| 3M | +13.1% | -12.6% | +25.6% | +17.4% |
| 6M | +8.5% | -17.2% | +25.7% | +14.0% |
| YTD | +17.6% | -10.0% | +27.6% | +19.3% |
| 1Y | +60.7% | -14.3% | +75.0% | +65.0% |
| 3Y | +183.2% | -49.9% | +233.1% | +245.5% |
| 5Y | +402.2% | -38.2% | +440.4% | +454.1% |
| All | +296.4% | -12.0% | +308.4% | +278.2% |
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