+34.6%
CSCO vs STZ
+13.3%
+21.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.4% |
| 7D | -10.2% | +4.9% | -15.1% | -9.1% |
| 30D | -20.1% | +20.9% | -40.9% | -16.5% |
| 3M | -22.1% | +8.0% | -30.0% | -20.3% |
| 6M | +3.2% | -5.3% | +8.5% | +3.5% |
| YTD | +24.1% | +5.9% | +18.2% | +25.8% |
| 1Y | +34.6% | +14.2% | +20.3% | +44.8% |
| All | +34.6% | +13.3% | +21.3% | +44.8% |
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