-53.3%
CSGP vs STZ
+14.7%
-68.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +1.6% |
| 7D | +18.3% | +13.0% | +5.3% | +12.3% |
| 30D | +17.8% | +29.4% | -11.6% | +7.5% |
| 3M | +9.3% | +11.6% | -2.3% | +4.1% |
| 6M | -7.9% | -0.2% | -7.7% | -10.7% |
| YTD | -51.5% | +8.6% | -60.1% | -55.0% |
| 1Y | -53.3% | +15.9% | -69.2% | -57.9% |
| All | -53.3% | +14.7% | -68.0% | -57.9% |
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