-30.8%
CCL vs STZ
+12.2%
-43.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +16.5% | +14.9% | +1.5% | +5.4% |
| 3M | +11.2% | +8.4% | +2.8% | +4.0% |
| 6M | +22.6% | +2.8% | +19.8% | +18.2% |
| YTD | +2.6% | +7.5% | -4.9% | -6.8% |
| 1Y | +17.0% | +12.5% | +4.4% | +2.2% |
| 3Y | +145.5% | -35.4% | +181.0% | +207.3% |
| 5Y | +36.1% | -29.3% | +65.4% | +56.0% |
| All | -30.8% | +12.2% | -43.0% | -38.2% |
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