+3,378.0%
CL vs STZ
+10,752.7%
-7,374.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | +1.3% | +4.9% | -3.6% | +0.6% |
| 30D | +11.4% | +20.9% | -9.5% | +8.0% |
| 3M | +4.4% | +8.0% | -3.6% | +3.1% |
| 6M | +10.8% | -5.3% | +16.1% | +11.5% |
| YTD | +25.1% | +5.9% | +19.2% | +23.5% |
| 1Y | +28.0% | +14.2% | +13.7% | +24.7% |
| 3Y | +37.6% | -37.0% | +74.6% | +46.0% |
| 5Y | +39.7% | -29.7% | +69.4% | +45.2% |
| 10Y | +75.8% | +5.2% | +70.6% | +68.6% |
| All | +3,378.0% | +10,752.7% | -7,374.7% | +1,854.6% |
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