+15.1%
STZ vs CHD
+192.7%
-177.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +14.9% | +12.2% | +2.8% | +10.4% |
| 3M | +8.4% | +9.3% | -0.9% | +5.1% |
| 6M | +2.8% | +24.3% | -21.4% | -4.7% |
| YTD | +7.5% | +34.9% | -27.3% | -3.0% |
| 1Y | +12.5% | +32.7% | -20.2% | +2.0% |
| 3Y | -35.4% | +29.4% | -64.8% | -41.3% |
| 5Y | -29.3% | +31.7% | -61.0% | -37.0% |
| All | +15.1% | +192.7% | -177.5% | -22.2% |
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