+603.8%
CCL vs STZ
+11,023.3%
-10,419.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.4% |
| 7D | +3.1% | +3.4% | -0.4% | +2.1% |
| 30D | +17.5% | +19.6% | -2.1% | +11.0% |
| 3M | +6.8% | +8.0% | -1.2% | +3.9% |
| 6M | +18.7% | -0.3% | +19.0% | +18.2% |
| YTD | +3.0% | +8.6% | -5.5% | -0.9% |
| 1Y | +17.7% | +17.3% | +0.4% | +10.4% |
| 3Y | +155.6% | -34.7% | +190.3% | +182.6% |
| 5Y | +30.2% | -27.6% | +57.8% | +40.4% |
| 10Y | -28.5% | +11.8% | -40.2% | -29.2% |
| All | +603.8% | +11,023.3% | -10,419.5% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling