+2,133.4%
CLX vs STZ
+10,752.7%
-8,619.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +13.6% | +4.9% | +8.7% | +12.8% |
| 30D | +23.4% | +20.9% | +2.5% | +20.1% |
| 3M | -2.8% | +8.0% | -10.8% | -4.0% |
| 6M | +14.0% | -5.3% | +19.3% | +14.6% |
| YTD | +4.2% | +5.9% | -1.8% | +3.1% |
| 1Y | -1.2% | +14.2% | -15.4% | -3.3% |
| 3Y | -12.7% | -37.0% | +24.3% | -8.0% |
| 5Y | -26.5% | -29.7% | +3.2% | -23.8% |
| 10Y | +20.2% | +5.2% | +15.1% | +15.4% |
| All | +2,133.4% | +10,752.7% | -8,619.3% | +1,146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling