+76.3%
CL vs STZ
+12.5%
+63.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.8% |
| 7D | +0.5% | +3.4% | -2.9% | -0.3% |
| 30D | +11.6% | +19.6% | -8.0% | +6.9% |
| 3M | +5.6% | +8.0% | -2.4% | +3.5% |
| 6M | +13.2% | -0.3% | +13.4% | +12.8% |
| YTD | +26.9% | +8.6% | +18.3% | +23.4% |
| 1Y | +27.3% | +17.3% | +10.0% | +21.4% |
| 3Y | +39.7% | -34.7% | +74.4% | +51.0% |
| 5Y | +41.3% | -27.6% | +68.9% | +48.2% |
| 10Y | +76.3% | +11.8% | +64.5% | +67.3% |
| All | +76.3% | +12.5% | +63.7% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling