+29,718.0%
CSCO vs STZ
+9,621.1%
+20,096.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.7% | -1.9% | +1.3% | -0.2% |
| 30D | -10.1% | -1.9% | -8.2% | -9.9% |
| 3M | -15.7% | -6.2% | -9.5% | -14.9% |
| 6M | +36.3% | -14.0% | +50.3% | +39.8% |
| YTD | +43.8% | -5.1% | +48.9% | +43.5% |
| 1Y | +63.9% | -9.6% | +73.5% | +65.0% |
| 3Y | +104.4% | -47.2% | +151.6% | +130.3% |
| 5Y | +111.4% | -33.6% | +144.9% | +124.5% |
| 10Y | +361.7% | -9.8% | +371.4% | +346.0% |
| All | +29,718.0% | +9,621.1% | +20,096.9% | +9,820.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling