+8,816.9%
CAH vs STZ
+11,030.9%
-2,214.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.5% | +2.6% | +0.9% | +3.0% |
| 30D | +13.5% | +15.2% | -1.7% | +10.4% |
| 3M | +21.8% | +7.6% | +14.2% | +19.9% |
| 6M | +51.5% | +5.3% | +46.3% | +49.5% |
| YTD | +38.1% | +8.6% | +29.4% | +34.6% |
| 1Y | +37.7% | +15.6% | +22.1% | +32.5% |
| 3Y | +179.6% | -35.2% | +214.8% | +196.9% |
| 5Y | +504.9% | -29.1% | +534.0% | +528.6% |
| 10Y | +418.6% | +12.9% | +405.6% | +390.0% |
| All | +8,816.9% | +11,030.9% | -2,214.1% | +4,366.3% |
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 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