-26.9%
CLX vs STZ
-29.7%
+2.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +13.6% | +4.9% | +8.7% | +11.9% |
| 30D | +23.4% | +20.9% | +2.5% | +16.2% |
| 3M | -2.8% | +8.0% | -10.8% | -5.5% |
| 6M | +14.0% | -5.3% | +19.3% | +15.2% |
| YTD | +4.2% | +5.9% | -1.8% | +1.3% |
| 1Y | -1.2% | +14.2% | -15.4% | -6.2% |
| 3Y | -12.7% | -37.0% | +24.3% | -2.0% |
| All | -26.9% | -29.7% | +2.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling