+15.9%
STZ vs CHD
+30.9%
-15.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +3.7% |
| 7D | +13.0% | +6.9% | +6.0% | +8.6% |
| 30D | +29.4% | +17.1% | +12.3% | +18.3% |
| 3M | +11.6% | +9.1% | +2.5% | +6.0% |
| 6M | -0.2% | +21.4% | -21.6% | -10.1% |
| YTD | +8.6% | +34.9% | -26.3% | -5.3% |
| 1Y | +15.9% | +31.0% | -15.1% | +2.0% |
| All | +15.9% | +30.9% | -15.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling