+104.4%
COST vs STZ
-38.0%
+142.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.8% | -6.0% | +3.2% | -1.4% |
| 30D | -5.3% | -8.9% | +3.6% | -3.3% |
| 3M | -6.7% | -12.6% | +5.9% | -4.0% |
| 6M | -9.9% | -17.2% | +7.3% | -6.6% |
| YTD | +5.1% | -10.0% | +15.2% | +6.2% |
| 1Y | -7.3% | -14.3% | +7.0% | -5.3% |
| 3Y | +70.4% | -49.9% | +120.3% | +102.8% |
| 5Y | +104.4% | -38.2% | +142.6% | +126.9% |
| All | +104.4% | -38.0% | +142.4% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling