+27.8%
CB vs STZ
+15.1%
+12.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +7.3% | +14.9% | -7.6% | +4.8% |
| 3M | +7.0% | +8.4% | -1.4% | +5.2% |
| 6M | +16.3% | +2.8% | +13.5% | +15.1% |
| YTD | +19.7% | +7.5% | +12.2% | +19.8% |
| 1Y | +27.8% | +12.5% | +15.3% | +28.0% |
| All | +27.8% | +15.1% | +12.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling