-2.5%
CLX vs STZ
-14.3%
+11.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.5% |
| 7D | -3.5% | -7.4% | +3.8% | -2.2% |
| 30D | -11.9% | -10.9% | -1.0% | -10.1% |
| 3M | -2.6% | -13.4% | +10.8% | -0.2% |
| 6M | -18.2% | -16.2% | -2.0% | -15.6% |
| YTD | -5.9% | -10.4% | +4.5% | -4.3% |
| 1Y | -23.8% | -14.8% | -9.1% | -21.9% |
| 3Y | -33.6% | -50.1% | +16.6% | -26.4% |
| 5Y | -35.7% | -38.8% | +3.1% | -30.5% |
| 10Y | -2.5% | -14.1% | +11.6% | -1.8% |
| All | -2.5% | -14.3% | +11.8% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling