+325.1%
COP vs STZ
-14.3%
+339.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.8% |
| 7D | -0.8% | -7.4% | +6.5% | +2.1% |
| 30D | +15.6% | -10.9% | +26.5% | +20.7% |
| 3M | +14.3% | -13.4% | +27.8% | +20.4% |
| 6M | +17.0% | -16.2% | +33.2% | +23.8% |
| YTD | +47.4% | -10.4% | +57.9% | +50.5% |
| 1Y | +52.4% | -14.8% | +67.2% | +58.4% |
| 3Y | +20.8% | -50.1% | +71.0% | +55.0% |
| 5Y | +191.7% | -38.8% | +230.5% | +229.0% |
| 10Y | +325.1% | -14.1% | +339.2% | +304.5% |
| All | +325.1% | -14.3% | +339.4% | +304.5% |
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