-25.6%
STZ vs CLBK
+60.9%
-86.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | +15.2% | +3.4% | +11.8% | +14.2% |
| 3M | +7.6% | -4.3% | +11.9% | +8.8% |
| 6M | +5.3% | +28.4% | -23.1% | -1.7% |
| YTD | +8.6% | +59.4% | -50.8% | -4.6% |
| 1Y | +15.6% | +64.8% | -49.2% | +0.5% |
| 3Y | -35.2% | +50.6% | -85.8% | -44.0% |
| 5Y | -29.1% | +28.3% | -57.4% | -38.8% |
| All | -25.6% | +60.9% | -86.4% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling