-32.8%
STZ vs CAPR
+84.7%
-117.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | -1.9% | +139.2% | -141.1% | -2.4% |
| 3M | -6.2% | -66.4% | +60.1% | -6.1% |
| 6M | -14.0% | -63.1% | +49.1% | -13.9% |
| YTD | -5.1% | -67.4% | +62.3% | -5.0% |
| 1Y | -9.6% | +58.2% | -67.8% | -11.2% |
| 3Y | -47.2% | +42.2% | -89.4% | -49.4% |
| All | -32.8% | +84.7% | -117.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling