-37.0%
STZ vs CHD
+30.6%
-67.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | +20.9% | +13.0% | +7.9% | +14.5% |
| 3M | +8.0% | +6.1% | +1.9% | +5.2% |
| 6M | -5.3% | +15.9% | -21.2% | -11.2% |
| YTD | +5.9% | +31.6% | -25.7% | -5.4% |
| 1Y | +14.2% | +28.5% | -14.2% | +2.8% |
| 3Y | -37.0% | +30.5% | -67.4% | -42.8% |
| All | -37.0% | +30.6% | -67.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling