+11,081.8%
COST vs STZ
+9,621.1%
+1,460.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.1% | -1.9% | -1.2% | -2.8% |
| 30D | -2.8% | -1.9% | -0.9% | -2.5% |
| 3M | -5.7% | -6.2% | +0.6% | -4.7% |
| 6M | -8.8% | -14.0% | +5.2% | -6.5% |
| YTD | +6.7% | -5.1% | +11.8% | +7.0% |
| 1Y | -3.6% | -9.6% | +5.9% | -2.6% |
| 3Y | +75.1% | -47.2% | +122.3% | +93.7% |
| 5Y | +108.9% | -33.6% | +142.5% | +121.0% |
| 10Y | +586.2% | -9.8% | +595.9% | +565.2% |
| All | +11,081.8% | +9,621.1% | +1,460.7% | +4,447.3% |
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