+6,646.7%
CB vs STZ
+7,856.0%
-1,209.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -3.1% | -1.9% | -1.2% | -2.8% |
| 3M | +9.0% | -6.2% | +15.2% | +10.3% |
| 6M | +2.9% | -14.0% | +16.9% | +5.8% |
| YTD | +10.1% | -5.1% | +15.2% | +10.6% |
| 1Y | +22.8% | -9.6% | +32.4% | +24.4% |
| 3Y | +73.8% | -47.2% | +121.0% | +96.4% |
| 5Y | +99.2% | -33.6% | +132.7% | +112.3% |
| 10Y | +218.2% | -9.8% | +228.0% | +211.3% |
| All | +6,646.7% | +7,856.0% | -1,209.4% | +3,167.4% |
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