-50.2%
COMP vs STZ
-29.4%
-20.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | +8.9% | 0.0% | +8.9% | +8.8% |
| 30D | +14.0% | +14.7% | -0.7% | +6.1% |
| 3M | -21.1% | +8.8% | -29.9% | -24.8% |
| 6M | +20.1% | +3.1% | +17.0% | +17.1% |
| YTD | -5.0% | +7.9% | -12.9% | -12.2% |
| 1Y | +5.7% | +14.2% | -8.5% | -6.2% |
| 3Y | +412.2% | -35.2% | +447.4% | +537.7% |
| 5Y | -12.1% | -29.6% | +17.5% | +8.1% |
| All | -50.2% | -29.4% | -20.8% | -37.7% |
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