+108.1%
CSCO vs STZ
-47.2%
+155.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | -1.9% | +1.3% | -0.6% |
| 30D | -10.1% | -1.9% | -8.2% | -10.1% |
| 3M | -15.7% | -6.2% | -9.5% | -15.6% |
| 6M | +36.3% | -14.0% | +50.3% | +36.9% |
| YTD | +43.8% | -5.1% | +48.9% | +42.1% |
| 1Y | +63.9% | -9.6% | +73.5% | +63.0% |
| All | +108.1% | -47.2% | +155.4% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling