+4,455.0%
COP vs STZ
+9,621.1%
-5,166.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | +17.5% | -1.9% | +19.4% | +17.8% |
| 3M | +13.4% | -6.2% | +19.6% | +14.6% |
| 6M | +17.7% | -14.0% | +31.7% | +20.9% |
| YTD | +46.6% | -5.1% | +51.7% | +47.0% |
| 1Y | +44.6% | -9.6% | +54.2% | +46.2% |
| 3Y | +20.7% | -47.2% | +67.9% | +35.4% |
| 5Y | +185.0% | -33.6% | +218.6% | +202.6% |
| 10Y | +347.0% | -9.8% | +356.8% | +342.9% |
| All | +4,455.0% | +9,621.1% | -5,166.1% | +2,841.4% |
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