+732.7%
CLS vs STZ
-37.2%
+769.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | 0.0% |
| 7D | -22.2% | +4.9% | -27.1% | -21.0% |
| 30D | -44.4% | +20.9% | -65.2% | -41.7% |
| 3M | -34.3% | +8.0% | -42.3% | -32.1% |
| 6M | -50.1% | -5.3% | -44.8% | -48.6% |
| YTD | -30.1% | +5.9% | -36.0% | -27.7% |
| 1Y | -39.3% | +14.2% | -53.6% | -36.8% |
| 3Y | +732.7% | -37.0% | +769.7% | +714.8% |
| All | +732.7% | -37.2% | +769.9% | +714.8% |
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