+40.8%
CL vs STZ
-27.8%
+68.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.6% | +5.3% | -2.8% | +1.1% |
| 30D | +11.8% | +19.6% | -7.8% | +6.5% |
| 3M | +5.9% | +10.0% | -4.1% | +3.0% |
| 6M | +13.3% | -0.3% | +13.6% | +12.8% |
| YTD | +27.1% | +8.6% | +18.5% | +22.9% |
| 1Y | +28.0% | +16.6% | +11.4% | +21.2% |
| 3Y | +39.4% | -34.8% | +74.2% | +51.6% |
| 5Y | +40.8% | -27.8% | +68.6% | +49.1% |
| All | +40.8% | -27.8% | +68.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling