+1,936.2%
CLS vs STZ
+12.2%
+1,924.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.7% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -30.1% | +14.9% | -45.0% | -33.2% |
| 3M | -21.7% | +8.4% | -30.2% | -24.4% |
| 6M | -36.2% | +2.8% | -39.1% | -37.9% |
| YTD | -17.8% | +7.5% | -25.4% | -22.3% |
| 1Y | -26.8% | +12.5% | -39.3% | -32.0% |
| 3Y | +853.4% | -35.4% | +888.8% | +953.5% |
| 5Y | +2,005.0% | -29.3% | +2,034.3% | +2,104.5% |
| All | +1,936.2% | +12.2% | +1,924.0% | +1,668.7% |
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