+4,523.2%
COP vs STZ
+10,752.7%
-6,229.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -11.5% | +4.9% | -16.4% | -12.6% |
| 30D | +5.0% | +20.9% | -15.9% | +0.6% |
| 3M | +17.5% | +8.0% | +9.5% | +15.1% |
| 6M | +16.2% | -5.3% | +21.5% | +16.9% |
| YTD | +48.8% | +5.9% | +42.9% | +45.3% |
| 1Y | +64.1% | +14.2% | +49.9% | +57.6% |
| 3Y | +25.7% | -37.0% | +62.6% | +35.4% |
| 5Y | +114.4% | -29.7% | +144.1% | +124.2% |
| 10Y | +331.7% | +5.2% | +326.5% | +313.7% |
| All | +4,523.2% | +10,752.7% | -6,229.5% | +2,807.7% |
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