+71.4%
CB vs STZ
-34.1%
+105.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | +5.3% | -4.6% | -0.2% |
| 30D | +8.2% | +19.6% | -11.4% | +4.8% |
| 3M | +6.3% | +10.0% | -3.7% | +4.3% |
| 6M | +16.2% | -0.3% | +16.4% | +15.7% |
| YTD | +19.3% | +8.6% | +10.8% | +16.9% |
| 1Y | +29.2% | +16.6% | +12.6% | +24.9% |
| 3Y | +71.4% | -34.8% | +106.2% | +83.2% |
| All | +71.4% | -34.1% | +105.5% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling