-54.2%
COMP vs STZ
-29.4%
-24.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.5% | -7.8% |
| 7D | -1.8% | +11.8% | -13.6% | -7.3% |
| 30D | -0.8% | +26.0% | -26.7% | -12.1% |
| 3M | -28.1% | +11.5% | -39.7% | -32.3% |
| 6M | +27.0% | -2.0% | +29.0% | +27.5% |
| YTD | -12.8% | +7.9% | -20.6% | -19.3% |
| 1Y | +4.9% | +13.9% | -9.0% | -6.6% |
| 3Y | +321.0% | -35.8% | +356.9% | +430.0% |
| 5Y | -25.6% | -28.4% | +2.8% | -8.7% |
| All | -54.2% | -29.4% | -24.9% | -42.8% |
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