-26.1%
STZ vs CLBK
+57.9%
-84.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +11.8% | +2.5% | +9.3% | +11.1% |
| 30D | +26.0% | -1.2% | +27.1% | +26.4% |
| 3M | +11.5% | +2.6% | +8.9% | +10.7% |
| 6M | -2.0% | +26.5% | -28.4% | -8.1% |
| YTD | +7.9% | +56.4% | -48.6% | -4.8% |
| 1Y | +13.9% | +58.8% | -44.9% | 0.0% |
| 3Y | -35.8% | +43.3% | -79.1% | -43.8% |
| 5Y | -28.4% | +24.0% | -52.5% | -37.5% |
| All | -26.1% | +57.9% | -84.0% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling