+90.0%
CSCO vs STZ
-37.2%
+127.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -10.2% | +4.9% | -15.1% | -10.1% |
| 30D | -20.1% | +20.9% | -40.9% | -20.1% |
| 3M | -22.1% | +8.0% | -30.0% | -22.0% |
| 6M | +3.2% | -5.3% | +8.5% | +3.9% |
| YTD | +24.1% | +5.9% | +18.2% | +22.6% |
| 1Y | +34.6% | +14.2% | +20.3% | +31.4% |
| 3Y | +90.0% | -37.0% | +127.0% | +97.3% |
| All | +90.0% | -37.2% | +127.2% | +97.3% |
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