+146.4%
CCL vs STZ
-37.2%
+183.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +3.1% | +4.9% | -1.8% | +2.1% |
| 30D | +13.7% | +20.9% | -7.2% | +9.0% |
| 3M | +3.8% | +8.0% | -4.2% | +1.9% |
| 6M | +9.3% | -5.3% | +14.6% | +10.2% |
| YTD | -1.1% | +5.9% | -7.0% | -3.3% |
| 1Y | +14.6% | +14.2% | +0.3% | +9.9% |
| 3Y | +146.4% | -37.0% | +183.4% | +158.4% |
| All | +146.4% | -37.2% | +183.6% | +158.4% |
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 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