+29.3%
CLX vs STZ
+11.6%
+17.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.6% | +5.3% | +8.3% | +12.6% |
| 30D | +29.1% | +19.6% | +9.5% | +24.8% |
| 3M | +1.6% | +10.0% | -8.4% | -0.4% |
| 6M | +18.7% | -0.3% | +19.0% | +18.4% |
| YTD | +11.1% | +8.6% | +2.5% | +9.0% |
| 1Y | +7.0% | +16.6% | -9.6% | +3.7% |
| 3Y | -10.0% | -34.8% | +24.8% | -4.9% |
| 5Y | -22.6% | -27.8% | +5.2% | -19.2% |
| 10Y | +29.3% | +12.5% | +16.8% | +26.1% |
| All | +29.3% | +11.6% | +17.8% | +26.1% |
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