+44.1%
CSGP vs STZ
-9.8%
+53.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -4.1% | -1.9% | -2.1% | -3.3% |
| 30D | +2.3% | -1.9% | +4.2% | +3.1% |
| 3M | -8.2% | -6.2% | -1.9% | -5.8% |
| 6M | -35.1% | -14.0% | -21.1% | -31.7% |
| YTD | -54.0% | -5.1% | -48.9% | -53.7% |
| 1Y | -65.3% | -9.6% | -55.7% | -64.5% |
| 3Y | -62.6% | -47.2% | -15.3% | -53.4% |
| 5Y | -64.8% | -33.6% | -31.2% | -60.3% |
| All | +44.1% | -9.8% | +53.9% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling