+105.1%
CB vs STZ
-29.4%
+134.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | +7.3% | +14.9% | -7.6% | +4.0% |
| 3M | +7.0% | +8.4% | -1.4% | +4.9% |
| 6M | +16.3% | +2.8% | +13.5% | +15.1% |
| YTD | +19.7% | +7.5% | +12.2% | +16.7% |
| 1Y | +27.8% | +12.5% | +15.3% | +23.0% |
| 3Y | +72.0% | -35.4% | +107.4% | +87.5% |
| All | +105.1% | -29.4% | +134.5% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling