-2.0%
STZ vs BB
+45.6%
-47.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -1.0% |
| 7D | +11.8% | -8.9% | +20.7% | +10.9% |
| 30D | +26.0% | -12.6% | +38.6% | +24.8% |
| 3M | +11.5% | -4.1% | +15.7% | +11.5% |
| 6M | -2.0% | +49.5% | -51.4% | -4.3% |
| All | -2.0% | +45.6% | -47.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 6mo: compounded portfolio wealth divided by compounded BB 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…
6mo analysis · Full analysis span regression · 6 months rolling