-7.8%
CLX vs STZ
-34.9%
+27.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +9.5% | +2.6% | +6.9% | +8.7% |
| 30D | +30.7% | +15.2% | +15.5% | +25.2% |
| 3M | +4.2% | +7.6% | -3.4% | +1.6% |
| 6M | +22.1% | +5.3% | +16.8% | +19.6% |
| YTD | +14.1% | +8.6% | +5.4% | +10.3% |
| 1Y | +10.3% | +15.6% | -5.3% | +4.7% |
| 3Y | -7.8% | -35.2% | +27.4% | +0.9% |
| All | -7.8% | -34.9% | +27.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling