+398.3%
CAH vs STZ
-37.5%
+435.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.0% |
| 7D | -5.1% | -4.1% | -1.0% | -4.4% |
| 30D | -1.8% | -7.6% | +5.8% | -0.6% |
| 3M | +9.4% | -12.3% | +21.6% | +11.5% |
| 6M | +9.2% | -16.3% | +25.6% | +11.9% |
| YTD | +15.7% | -8.4% | +24.0% | +15.9% |
| 1Y | +59.7% | -10.8% | +70.6% | +60.6% |
| 3Y | +178.5% | -49.0% | +227.4% | +220.1% |
| 5Y | +398.3% | -36.5% | +434.7% | +393.8% |
| All | +398.3% | -37.5% | +435.8% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling