+41.1%
CLS vs STZ
-10.2%
+51.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.6% |
| 7D | +4.6% | -1.9% | +6.5% | +4.1% |
| 30D | -13.9% | -1.9% | -12.0% | -14.2% |
| 3M | -26.6% | -6.2% | -20.3% | -27.0% |
| 6M | +15.4% | -14.0% | +29.4% | +14.3% |
| YTD | +5.7% | -5.1% | +10.8% | +4.2% |
| 1Y | +41.1% | -9.6% | +50.7% | +43.3% |
| All | +41.1% | -10.2% | +51.3% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling