+11,123.1%
CP vs STZ
+9,621.1%
+1,502.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | +0.2% | -1.9% | +2.0% | +0.5% |
| 3M | +2.6% | -6.2% | +8.8% | +3.9% |
| 6M | +6.0% | -14.0% | +20.0% | +9.2% |
| YTD | +24.9% | -5.1% | +30.1% | +25.5% |
| 1Y | +20.1% | -9.6% | +29.7% | +21.8% |
| 3Y | +16.4% | -47.2% | +63.6% | +32.0% |
| 5Y | +31.7% | -33.6% | +65.3% | +41.4% |
| 10Y | +223.9% | -9.8% | +233.6% | +218.9% |
| All | +11,123.1% | +9,621.1% | +1,502.0% | +5,328.4% |
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