+35.1%
CLS vs STZ
-16.0%
+51.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.6% | +11.3% | +4.1% |
| 7D | +12.8% | -7.4% | +20.2% | +10.6% |
| 30D | +3.8% | -10.9% | +14.7% | +1.0% |
| 3M | -14.6% | -13.4% | -1.2% | -16.8% |
| 6M | +32.2% | -16.2% | +48.4% | +29.3% |
| YTD | +11.6% | -10.4% | +22.1% | +9.1% |
| 1Y | +35.1% | -14.8% | +49.8% | +32.3% |
| All | +35.1% | -16.0% | +51.0% | +32.3% |
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