-23.8%
CLX vs STZ
-16.0%
-7.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.1% |
| 7D | -3.5% | -7.4% | +3.8% | -1.3% |
| 30D | -11.9% | -10.9% | -1.0% | -9.0% |
| 3M | -2.6% | -13.4% | +10.8% | +1.2% |
| 6M | -18.2% | -16.2% | -2.0% | -14.0% |
| YTD | -5.9% | -10.4% | +4.5% | -3.6% |
| 1Y | -23.8% | -14.8% | -9.1% | -21.5% |
| All | -23.8% | -16.0% | -7.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling