-44.8%
COMP vs STZ
-37.9%
-6.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +1.4% | -1.9% | +3.3% | +2.4% |
| 30D | -13.3% | -1.9% | -11.4% | -12.6% |
| 3M | +41.1% | -6.2% | +47.4% | +44.6% |
| 6M | +17.2% | -14.0% | +31.2% | +25.2% |
| YTD | +5.2% | -5.1% | +10.3% | +4.2% |
| 1Y | +18.9% | -9.6% | +28.5% | +20.8% |
| 3Y | +215.9% | -47.2% | +263.1% | +354.9% |
| 5Y | -31.2% | -33.6% | +2.4% | -10.3% |
| All | -44.8% | -37.9% | -6.9% | -26.1% |
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