+3,388.4%
CSGP vs STZ
+2,752.4%
+636.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +13.9% | +11.8% | +2.1% | +10.5% |
| 30D | +16.0% | +26.0% | -10.0% | +9.2% |
| 3M | +6.1% | +11.5% | -5.4% | +3.2% |
| 6M | -8.2% | -2.0% | -6.2% | -7.6% |
| YTD | -52.3% | +7.9% | -60.2% | -53.6% |
| 1Y | -54.5% | +13.9% | -68.4% | -56.4% |
| 3Y | -58.6% | -35.8% | -22.7% | -54.2% |
| 5Y | -61.5% | -28.4% | -33.1% | -58.7% |
| 10Y | +74.7% | +7.1% | +67.6% | +65.2% |
| All | +3,388.4% | +2,752.4% | +636.0% | +1,718.9% |
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 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