+7,131.2%
CB vs STZ
+8,782.1%
-1,650.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +0.2% | +4.9% | -4.7% | -0.8% |
| 30D | +9.1% | +20.9% | -11.8% | +4.4% |
| 3M | +3.4% | +8.0% | -4.6% | +1.4% |
| 6M | +14.1% | -5.3% | +19.4% | +15.0% |
| YTD | +18.0% | +5.9% | +12.1% | +15.5% |
| 1Y | +30.1% | +14.2% | +15.9% | +25.0% |
| 3Y | +71.8% | -37.0% | +108.7% | +86.3% |
| 5Y | +101.8% | -29.7% | +131.5% | +112.2% |
| 10Y | +252.1% | +5.2% | +247.0% | +232.9% |
| All | +7,131.2% | +8,782.1% | -1,650.9% | +3,311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling