+32.1%
CL vs STZ
+14.7%
+17.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -2.0% | +1.8% |
| 7D | +7.7% | +13.0% | -5.3% | +4.2% |
| 30D | +15.2% | +29.4% | -14.2% | +8.1% |
| 3M | +7.3% | +11.6% | -4.2% | +4.1% |
| 6M | +17.0% | -0.2% | +17.2% | +15.7% |
| YTD | +28.0% | +8.6% | +19.4% | +22.3% |
| 1Y | +32.1% | +15.9% | +16.2% | +20.1% |
| All | +32.1% | +14.7% | +17.4% | +20.1% |
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