-35.8%
STZ vs CAPR
+200.7%
-236.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | -0.6% |
| 7D | +11.8% | +29.7% | -17.9% | +11.7% |
| 30D | +26.0% | +11.0% | +15.0% | +25.9% |
| 3M | +11.5% | +118.8% | -107.3% | +11.1% |
| 6M | -2.0% | -73.9% | +71.9% | -1.8% |
| YTD | +7.9% | -70.2% | +78.1% | +7.9% |
| 1Y | +13.9% | +38.3% | -24.3% | +12.5% |
| All | -35.8% | +200.7% | -236.5% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling