+3,454.7%
CL vs STZ
+10,950.7%
-7,495.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +5.9% | +11.8% | -5.8% | +4.1% |
| 30D | +13.8% | +26.0% | -12.2% | +9.6% |
| 3M | +6.4% | +11.5% | -5.1% | +4.5% |
| 6M | +15.6% | -2.0% | +17.6% | +15.8% |
| YTD | +27.9% | +7.9% | +20.0% | +25.8% |
| 1Y | +31.4% | +13.9% | +17.5% | +28.1% |
| 3Y | +41.4% | -35.8% | +77.2% | +49.6% |
| 5Y | +42.8% | -28.4% | +71.2% | +48.0% |
| 10Y | +79.7% | +7.1% | +72.6% | +71.8% |
| All | +3,454.7% | +10,950.7% | -7,495.9% | +1,891.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling