+11,174.7%
STZ vs CHD
+7,672.3%
+3,502.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +11.8% | +5.0% | +6.8% | +10.3% |
| 30D | +26.0% | +15.3% | +10.7% | +21.2% |
| 3M | +11.5% | +7.7% | +3.8% | +9.4% |
| 6M | -2.0% | +19.8% | -21.7% | -6.7% |
| YTD | +7.9% | +34.0% | -26.2% | -0.4% |
| 1Y | +13.9% | +30.1% | -16.2% | +5.9% |
| 3Y | -35.8% | +33.0% | -68.8% | -40.9% |
| 5Y | -28.4% | +33.1% | -61.5% | -34.7% |
| 10Y | +7.1% | +189.4% | -182.3% | -21.6% |
| All | +11,174.7% | +7,672.3% | +3,502.3% | +4,312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling