+1.4%
CCL vs STZ
-33.3%
+34.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -20.3% | -1.9% | -18.5% | -19.9% |
| 3M | -15.1% | -6.2% | -8.9% | -13.2% |
| 6M | -15.1% | -14.0% | -1.1% | -10.2% |
| YTD | -21.8% | -5.1% | -16.7% | -21.8% |
| 1Y | -24.8% | -9.6% | -15.2% | -23.3% |
| 3Y | +51.9% | -47.2% | +99.1% | +100.4% |
| All | +1.4% | -33.3% | +34.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling