+16.3%
STZ vs CAPR
-65.7%
+82.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.8% |
| 7D | +2.6% | +5.9% | -3.3% | +2.5% |
| 30D | +15.2% | +44.6% | -29.4% | +14.7% |
| 3M | +7.6% | +126.4% | -118.7% | +6.5% |
| 6M | +5.3% | -68.6% | +73.8% | +5.6% |
| YTD | +8.6% | -67.0% | +75.6% | +8.8% |
| 1Y | +15.6% | +65.2% | -49.6% | +11.6% |
| 3Y | -35.2% | +235.6% | -270.7% | -39.1% |
| 5Y | -29.1% | +175.4% | -204.5% | -33.8% |
| All | +16.3% | -65.7% | +82.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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