+28.0%
CL vs STZ
+13.3%
+14.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +1.3% | +4.9% | -3.6% | 0.0% |
| 30D | +11.4% | +20.9% | -9.5% | +6.2% |
| 3M | +4.4% | +8.0% | -3.6% | +2.1% |
| 6M | +10.8% | -5.3% | +16.1% | +10.9% |
| YTD | +25.1% | +5.9% | +19.2% | +20.1% |
| 1Y | +28.0% | +14.2% | +13.7% | +15.0% |
| All | +28.0% | +13.3% | +14.7% | +15.0% |
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 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