-63.2%
CSGP vs STZ
-29.7%
-33.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -3.9% |
| 7D | +1.3% | +4.9% | -3.6% | -0.7% |
| 30D | +10.7% | +20.9% | -10.2% | +2.9% |
| 3M | +3.3% | +8.0% | -4.7% | +0.2% |
| 6M | -10.3% | -5.3% | -5.0% | -8.8% |
| YTD | -54.6% | +5.9% | -60.5% | -56.4% |
| 1Y | -54.6% | +14.2% | -68.9% | -57.9% |
| 3Y | -60.3% | -37.0% | -23.4% | -53.5% |
| All | -63.2% | -29.7% | -33.5% | -60.9% |
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 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