+13,427.5%
COST vs STZ
+11,030.9%
+2,396.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +5.0% | +2.6% | +2.4% | +4.5% |
| 30D | +12.8% | +15.2% | -2.4% | +9.8% |
| 3M | +15.2% | +7.6% | +7.5% | +13.4% |
| 6M | +7.4% | +5.3% | +2.1% | +6.1% |
| YTD | +29.0% | +8.6% | +20.4% | +26.1% |
| 1Y | +20.3% | +15.6% | +4.7% | +16.0% |
| 3Y | +99.0% | -35.2% | +134.2% | +111.5% |
| 5Y | +125.7% | -29.1% | +154.8% | +135.5% |
| 10Y | +775.3% | +12.9% | +762.4% | +713.6% |
| All | +13,427.5% | +11,030.9% | +2,396.6% | +5,256.1% |
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