-50.4%
COMP vs STZ
-28.9%
-21.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | +7.2% | +5.3% | +1.8% | +4.4% |
| 30D | +6.4% | +19.6% | -13.2% | -3.2% |
| 3M | -19.4% | +10.0% | -29.4% | -23.6% |
| 6M | +14.6% | -0.3% | +14.8% | +13.7% |
| YTD | -5.5% | +8.6% | -14.1% | -12.9% |
| 1Y | +13.7% | +16.6% | -2.9% | -0.3% |
| 3Y | +409.7% | -34.8% | +444.5% | +532.7% |
| 5Y | -17.0% | -27.8% | +10.8% | +1.4% |
| All | -50.4% | -28.9% | -21.5% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling