+366.8%
CSCO vs STZ
-14.3%
+381.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.5% |
| 7D | -0.5% | -7.4% | +6.9% | +1.5% |
| 30D | -10.1% | -10.9% | +0.8% | -7.4% |
| 3M | -11.7% | -13.4% | +1.7% | -8.7% |
| 6M | +40.1% | -16.2% | +56.3% | +45.3% |
| YTD | +43.8% | -10.4% | +54.2% | +44.9% |
| 1Y | +66.6% | -14.8% | +81.4% | +70.0% |
| 3Y | +108.5% | -50.1% | +158.7% | +150.5% |
| 5Y | +114.0% | -38.8% | +152.8% | +135.7% |
| 10Y | +366.8% | -14.1% | +380.9% | +343.6% |
| All | +366.8% | -14.3% | +381.1% | +343.6% |
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