+1,980.9%
CLS vs STZ
-29.4%
+2,010.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.4% |
| 7D | +16.3% | +2.6% | +13.7% | +16.3% |
| 30D | -25.7% | +15.2% | -40.9% | -25.6% |
| 3M | -30.9% | +7.6% | -38.5% | -30.5% |
| 6M | -35.5% | +5.3% | -40.8% | -35.1% |
| YTD | -18.7% | +8.6% | -27.3% | -19.3% |
| 1Y | -17.9% | +15.6% | -33.5% | -19.4% |
| 3Y | +838.1% | -35.2% | +873.3% | +920.7% |
| All | +1,980.9% | -29.4% | +2,010.2% | +1,955.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling