+838.1%
CLS vs STZ
-34.9%
+873.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.2% |
| 7D | +16.3% | +2.6% | +13.7% | +17.0% |
| 30D | -25.7% | +15.2% | -40.9% | -22.7% |
| 3M | -30.9% | +7.6% | -38.5% | -28.4% |
| 6M | -35.5% | +5.3% | -40.8% | -33.0% |
| YTD | -18.7% | +8.6% | -27.3% | -15.4% |
| 1Y | -17.9% | +15.6% | -33.5% | -14.0% |
| 3Y | +838.1% | -35.2% | +873.3% | +826.7% |
| All | +838.1% | -34.9% | +873.0% | +826.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling