-9.6%
STZ vs CLBK
+73.3%
-82.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +1.2% | -3.1% | -2.1% |
| 30D | -1.9% | +9.1% | -11.0% | -3.0% |
| 3M | -6.2% | +27.7% | -33.9% | -9.3% |
| 6M | -14.0% | +40.8% | -54.8% | -17.4% |
| YTD | -5.1% | +66.4% | -71.5% | -9.9% |
| 1Y | -9.6% | +72.4% | -81.9% | -15.0% |
| All | -9.6% | +73.3% | -82.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling