+11,247.2%
STZ vs COO
+5,319.6%
+5,927.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.9% | -0.6% | +4.9% |
| 7D | +13.0% | +8.4% | +4.5% | +12.3% |
| 30D | +29.4% | +13.5% | +15.9% | +28.1% |
| 3M | +11.6% | -13.8% | +25.3% | +12.7% |
| 6M | -0.2% | +4.7% | -4.9% | -0.8% |
| YTD | +8.6% | -21.4% | +30.0% | +10.4% |
| 1Y | +15.9% | -6.7% | +22.7% | +16.3% |
| 3Y | -35.4% | -23.0% | -12.4% | -34.6% |
| 5Y | -26.9% | -38.7% | +11.9% | -24.9% |
| 10Y | +7.8% | +46.8% | -39.0% | +4.3% |
| All | +11,247.2% | +5,319.6% | +5,927.6% | +9,276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling