+52.4%
COP vs STZ
-16.0%
+68.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.0% |
| 7D | -0.8% | -7.4% | +6.5% | -0.2% |
| 30D | +15.6% | -10.9% | +26.5% | +16.6% |
| 3M | +14.3% | -13.4% | +27.8% | +15.7% |
| 6M | +17.0% | -16.2% | +33.2% | +18.4% |
| YTD | +47.4% | -10.4% | +57.9% | +44.0% |
| 1Y | +52.4% | -14.8% | +67.2% | +47.2% |
| All | +52.4% | -16.0% | +68.4% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling