+99.7%
CLF vs STZ
+3.4%
+96.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -19.6% | +4.9% | -24.5% | -21.4% |
| 30D | -5.0% | +20.9% | -25.8% | -13.1% |
| 3M | -6.3% | +8.0% | -14.3% | -10.6% |
| 6M | +2.8% | -5.3% | +8.1% | +3.2% |
| YTD | -13.7% | +5.9% | -19.6% | -18.7% |
| 1Y | +13.6% | +14.2% | -0.6% | +2.8% |
| 3Y | -34.0% | -37.0% | +3.0% | -22.7% |
| 5Y | -48.7% | -29.7% | -19.0% | -44.1% |
| All | +99.7% | +3.4% | +96.3% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling