+3,231.7%
CLS vs STZ
+2,428.7%
+803.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +4.6% | -1.9% | +6.5% | +5.1% |
| 30D | -13.9% | -1.9% | -12.0% | -13.7% |
| 3M | -26.6% | -6.2% | -20.3% | -25.9% |
| 6M | +15.4% | -14.0% | +29.4% | +19.0% |
| YTD | +5.7% | -5.1% | +10.8% | +5.1% |
| 1Y | +41.1% | -9.6% | +50.7% | +41.9% |
| 3Y | +1,228.6% | -47.2% | +1,275.8% | +1,427.2% |
| 5Y | +3,240.6% | -33.6% | +3,274.2% | +3,467.1% |
| 10Y | +2,760.3% | -9.8% | +2,770.1% | +2,628.3% |
| All | +3,231.7% | +2,428.7% | +803.1% | +1,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling