+14.2%
STZ vs COO
-13.9%
+28.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | +14.7% | +13.9% | +0.8% | +12.0% |
| 3M | +8.8% | -18.9% | +27.8% | +15.1% |
| 6M | +3.1% | +3.7% | -0.7% | +2.6% |
| YTD | +7.9% | -24.1% | +32.0% | +11.8% |
| 1Y | +14.2% | -14.2% | +28.4% | +14.3% |
| All | +14.2% | -13.9% | +28.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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