-25.3%
CCL vs STZ
-16.0%
-9.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.1% |
| 7D | -0.1% | -7.4% | +7.3% | +1.5% |
| 30D | -20.0% | -10.9% | -9.1% | -18.0% |
| 3M | -13.7% | -13.4% | -0.2% | -11.3% |
| 6M | -9.0% | -16.2% | +7.2% | -6.0% |
| YTD | -22.8% | -10.4% | -12.4% | -22.2% |
| 1Y | -25.3% | -14.8% | -10.5% | -26.5% |
| All | -25.3% | -16.0% | -9.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling