-17.9%
COMP vs STZ
-29.7%
+11.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +11.7% |
| 7D | +13.4% | +4.9% | +8.5% | +10.6% |
| 30D | +11.1% | +20.9% | -9.8% | +0.1% |
| 3M | -18.8% | +8.0% | -26.8% | -22.4% |
| 6M | +10.5% | -5.3% | +15.8% | +12.8% |
| YTD | -3.4% | +5.9% | -9.3% | -10.3% |
| 1Y | +19.7% | +14.2% | +5.5% | +5.3% |
| 3Y | +381.6% | -37.0% | +418.6% | +518.4% |
| All | -17.9% | -29.7% | +11.8% | -1.3% |
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