+3,264.4%
CSGP vs STZ
+2,409.2%
+855.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -4.1% | -1.9% | -2.1% | -3.6% |
| 30D | +2.3% | -1.9% | +4.2% | +2.8% |
| 3M | -8.2% | -6.2% | -1.9% | -6.5% |
| 6M | -35.1% | -14.0% | -21.1% | -32.6% |
| YTD | -54.0% | -5.1% | -48.9% | -53.7% |
| 1Y | -65.3% | -9.6% | -55.7% | -64.7% |
| 3Y | -62.6% | -47.2% | -15.3% | -56.5% |
| 5Y | -64.8% | -33.6% | -31.2% | -61.5% |
| 10Y | +45.1% | -9.8% | +54.8% | +43.3% |
| All | +3,264.4% | +2,409.2% | +855.1% | +1,713.4% |
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