+71.8%
CB vs STZ
-37.2%
+109.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.2% | +4.9% | -4.7% | -0.6% |
| 30D | +9.1% | +20.9% | -11.8% | +5.5% |
| 3M | +3.4% | +8.0% | -4.6% | +1.8% |
| 6M | +14.1% | -5.3% | +19.4% | +14.6% |
| YTD | +18.0% | +5.9% | +12.1% | +16.2% |
| 1Y | +30.1% | +14.2% | +15.9% | +26.2% |
| 3Y | +71.8% | -37.0% | +108.7% | +84.2% |
| All | +71.8% | -37.2% | +109.0% | +84.2% |
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