+410.3%
CLF vs STZ
+9,621.1%
-9,210.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | -1.9% | +9.5% | +8.2% |
| 30D | -1.2% | -1.9% | +0.7% | -1.0% |
| 3M | -13.4% | -6.2% | -7.1% | -12.3% |
| 6M | +15.4% | -14.0% | +29.4% | +19.4% |
| YTD | -5.9% | -5.1% | -0.8% | -5.7% |
| 1Y | +18.8% | -9.6% | +28.4% | +20.8% |
| 3Y | -19.4% | -47.2% | +27.8% | -4.8% |
| 5Y | -47.7% | -33.6% | -14.1% | -42.7% |
| 10Y | +130.4% | -9.8% | +140.1% | +128.0% |
| All | +410.3% | +9,621.1% | -9,210.8% | +117.8% |
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