-29.6%
CLS vs STZ
+14.7%
-44.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.3% | -14.4% | -6.4% |
| 7D | -21.1% | +13.0% | -34.1% | -15.9% |
| 30D | -38.2% | +29.4% | -67.6% | -30.9% |
| 3M | -36.3% | +11.6% | -47.9% | -31.3% |
| 6M | -43.8% | -0.2% | -43.6% | -39.2% |
| YTD | -20.0% | +8.6% | -28.6% | -17.3% |
| 1Y | -29.6% | +15.9% | -45.5% | -19.6% |
| All | -29.6% | +14.7% | -44.3% | -19.6% |
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 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