+1.1%
STZ vs CAPR
-68.5%
+69.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +4.9% | +41.1% | -36.2% | +4.6% |
| 30D | +20.9% | +11.1% | +9.8% | +20.7% |
| 3M | +8.0% | +115.3% | -107.3% | +6.9% |
| 6M | -5.3% | -73.8% | +68.5% | -4.8% |
| YTD | +5.9% | -68.8% | +74.7% | +6.2% |
| 1Y | +14.2% | +43.3% | -29.1% | +10.6% |
| 3Y | -37.0% | +214.7% | -251.7% | -40.8% |
| 5Y | -29.7% | +141.3% | -171.0% | -34.3% |
| All | +1.1% | -68.5% | +69.7% | -11.2% |
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