+14.2%
STZ vs CLBK
+60.8%
-46.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +20.9% | +2.9% | +18.0% | +20.2% |
| 3M | +8.0% | +3.0% | +5.0% | +7.3% |
| 6M | -5.3% | +27.3% | -32.6% | -9.4% |
| YTD | +5.9% | +58.0% | -52.1% | -1.3% |
| 1Y | +14.2% | +62.4% | -48.2% | +8.4% |
| All | +14.2% | +60.8% | -46.6% | +8.4% |
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