-32.8%
STZ vs CHD
+23.9%
-56.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -2.7% | +0.8% | -0.9% |
| 30D | -1.9% | -4.6% | +2.7% | -0.1% |
| 3M | -6.2% | +5.0% | -11.3% | -7.9% |
| 6M | -14.0% | -3.2% | -10.8% | -13.1% |
| YTD | -5.1% | +18.6% | -23.8% | -10.8% |
| 1Y | -9.6% | +4.8% | -14.4% | -11.4% |
| 3Y | -47.2% | +6.1% | -53.4% | -48.7% |
| All | -32.8% | +23.9% | -56.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling