+56.1%
CCL vs STZ
-47.2%
+103.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.0% | -1.9% | -3.1% | -4.6% |
| 30D | -20.3% | -1.9% | -18.5% | -20.0% |
| 3M | -15.1% | -6.2% | -8.9% | -14.0% |
| 6M | -15.1% | -14.0% | -1.1% | -12.4% |
| YTD | -21.8% | -5.1% | -16.7% | -21.6% |
| 1Y | -24.8% | -9.6% | -15.2% | -23.8% |
| All | +56.1% | -47.2% | +103.4% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling