+66.6%
CSCO vs STZ
-16.0%
+82.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | -0.9% |
| 7D | -0.5% | -7.4% | +6.9% | -1.7% |
| 30D | -10.1% | -10.9% | +0.8% | -11.7% |
| 3M | -11.7% | -13.4% | +1.7% | -13.6% |
| 6M | +40.1% | -16.2% | +56.3% | +36.4% |
| YTD | +43.8% | -10.4% | +54.2% | +39.7% |
| 1Y | +66.6% | -14.8% | +81.4% | +62.6% |
| All | +66.6% | -16.0% | +82.6% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling