+74.9%
CB vs STZ
-36.0%
+110.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +2.6% | +11.8% | -9.2% | +0.6% |
| 30D | +11.2% | +26.0% | -14.8% | +6.8% |
| 3M | +5.7% | +11.5% | -5.8% | +3.5% |
| 6M | +15.9% | -2.0% | +17.9% | +15.7% |
| YTD | +20.2% | +7.9% | +12.3% | +17.9% |
| 1Y | +32.4% | +13.9% | +18.5% | +28.5% |
| All | +74.9% | -36.0% | +110.9% | +87.0% |
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 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