+113.3%
CSCO vs STZ
-33.3%
+146.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | -1.9% | +1.3% | -0.4% |
| 30D | -10.1% | -1.9% | -8.2% | -10.0% |
| 3M | -15.7% | -6.2% | -9.5% | -15.2% |
| 6M | +36.3% | -14.0% | +50.3% | +38.7% |
| YTD | +43.8% | -5.1% | +48.9% | +42.2% |
| 1Y | +63.9% | -9.6% | +73.5% | +63.7% |
| 3Y | +104.4% | -47.2% | +151.6% | +134.8% |
| All | +113.3% | -33.3% | +146.6% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling