+1,616.6%
CLS vs STZ
+9.8%
+1,606.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -22.2% | +4.9% | -27.1% | -23.3% |
| 30D | -44.4% | +20.9% | -65.2% | -47.7% |
| 3M | -34.3% | +8.0% | -42.3% | -36.5% |
| 6M | -50.1% | -5.3% | -44.8% | -50.1% |
| YTD | -30.1% | +5.9% | -36.0% | -33.7% |
| 1Y | -39.3% | +14.2% | -53.6% | -44.1% |
| 3Y | +732.7% | -37.0% | +769.7% | +827.8% |
| 5Y | +1,777.2% | -29.7% | +1,806.9% | +1,864.5% |
| All | +1,616.6% | +9.8% | +1,606.8% | +1,425.4% |
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