+604.2%
COST vs STZ
-10.3%
+614.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -2.5% | -4.1% | +1.6% | -1.7% |
| 30D | -4.4% | -7.6% | +3.1% | -2.9% |
| 3M | -8.1% | -12.3% | +4.2% | -5.7% |
| 6M | -9.2% | -16.3% | +7.1% | -6.3% |
| YTD | +5.1% | -8.4% | +13.5% | +6.0% |
| 1Y | -5.1% | -10.8% | +5.7% | -3.9% |
| 3Y | +70.4% | -49.0% | +119.3% | +93.5% |
| 5Y | +104.7% | -36.5% | +141.2% | +121.0% |
| All | +604.2% | -10.3% | +614.5% | +620.4% |
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 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