+7,722.7%
CAH vs STZ
+9,621.1%
-1,898.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +5.4% | -1.9% | +7.3% | +5.8% |
| 30D | +3.3% | -1.9% | +5.2% | +3.6% |
| 3M | +22.8% | -6.2% | +29.0% | +24.0% |
| 6M | +11.3% | -14.0% | +25.3% | +14.0% |
| YTD | +21.1% | -5.1% | +26.3% | +21.3% |
| 1Y | +67.2% | -9.6% | +76.8% | +68.6% |
| 3Y | +195.6% | -47.2% | +242.9% | +226.9% |
| 5Y | +413.8% | -33.6% | +447.4% | +441.2% |
| 10Y | +309.6% | -9.8% | +319.3% | +302.8% |
| All | +7,722.7% | +9,621.1% | -1,898.4% | +3,925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling