-41.0%
CCL vs STZ
-14.3%
-26.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | +2.6% |
| 7D | -0.1% | -7.4% | +7.3% | +5.1% |
| 30D | -20.0% | -10.9% | -9.1% | -13.7% |
| 3M | -13.7% | -13.4% | -0.2% | -5.6% |
| 6M | -9.0% | -16.2% | +7.2% | +0.9% |
| YTD | -22.8% | -10.4% | -12.4% | -19.9% |
| 1Y | -25.3% | -14.8% | -10.5% | -20.2% |
| 3Y | +54.1% | -50.1% | +104.2% | +134.5% |
| 5Y | +3.5% | -38.8% | +42.3% | +30.7% |
| 10Y | -41.0% | -14.1% | -27.0% | -37.9% |
| All | -41.0% | -14.3% | -26.7% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling