+1,949.5%
CLX vs STZ
+9,621.1%
-7,671.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -9.2% | -1.9% | -7.3% | -9.0% |
| 30D | -11.0% | -1.9% | -9.2% | -10.9% |
| 3M | +5.0% | -6.2% | +11.3% | +5.9% |
| 6M | -18.8% | -14.0% | -4.8% | -17.2% |
| YTD | -4.4% | -5.1% | +0.7% | -3.9% |
| 1Y | -21.9% | -9.6% | -12.3% | -21.0% |
| 3Y | -32.8% | -47.2% | +14.5% | -27.3% |
| 5Y | -34.6% | -33.6% | -1.0% | -31.5% |
| 10Y | -4.7% | -9.8% | +5.1% | -6.5% |
| All | +1,949.5% | +9,621.1% | -7,671.6% | +1,061.8% |
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