-9.7%
STZ vs CHD
+123.7%
-133.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -2.7% | +0.8% | -1.0% |
| 30D | -1.9% | -4.6% | +2.7% | -0.2% |
| 3M | -6.2% | +5.0% | -11.3% | -7.8% |
| 6M | -14.0% | -3.2% | -10.8% | -13.1% |
| YTD | -5.1% | +18.6% | -23.8% | -10.5% |
| 1Y | -9.6% | +4.8% | -14.4% | -11.3% |
| 3Y | -47.2% | +6.1% | -53.4% | -48.8% |
| 5Y | -33.6% | +24.0% | -57.5% | -39.4% |
| All | -9.7% | +123.7% | -133.4% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling