+3,079.3%
CL vs STZ
+9,621.1%
-6,541.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -4.8% | -1.9% | -3.0% | -4.6% |
| 3M | +4.9% | -6.2% | +11.1% | +5.9% |
| 6M | -5.7% | -14.0% | +8.3% | -3.7% |
| YTD | +14.4% | -5.1% | +19.5% | +14.9% |
| 1Y | +8.7% | -9.6% | +18.3% | +9.9% |
| 3Y | +30.0% | -47.2% | +77.2% | +41.8% |
| 5Y | +28.4% | -33.6% | +61.9% | +34.8% |
| 10Y | +50.1% | -9.8% | +59.9% | +47.4% |
| All | +3,079.3% | +9,621.1% | -6,541.8% | +1,719.1% |
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 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