+73.4%
CL vs STZ
+3.4%
+70.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +1.3% | +4.9% | -3.6% | +0.2% |
| 30D | +11.4% | +20.9% | -9.5% | +6.4% |
| 3M | +4.4% | +8.0% | -3.6% | +2.3% |
| 6M | +10.8% | -5.3% | +16.1% | +11.8% |
| YTD | +25.1% | +5.9% | +19.2% | +22.4% |
| 1Y | +28.0% | +14.2% | +13.7% | +22.8% |
| 3Y | +37.6% | -37.0% | +74.6% | +50.1% |
| 5Y | +39.7% | -29.7% | +69.4% | +47.6% |
| All | +73.4% | +3.4% | +70.0% | +66.8% |
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 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