+11,247.2%
STZ vs CPB
+245.2%
+11,002.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.9% | -0.6% | +3.8% |
| 7D | +13.0% | +13.0% | 0.0% | +9.7% |
| 30D | +29.4% | +20.5% | +8.9% | +23.6% |
| 3M | +11.6% | +2.2% | +9.4% | +10.7% |
| 6M | -0.2% | +15.4% | -15.6% | -4.2% |
| YTD | +8.6% | -12.3% | +20.9% | +11.1% |
| 1Y | +15.9% | -18.0% | +33.9% | +20.5% |
| 3Y | -35.4% | -35.7% | +0.2% | -29.2% |
| 5Y | -26.9% | -31.4% | +4.6% | -21.7% |
| 10Y | +7.8% | -37.6% | +45.4% | +13.4% |
| All | +11,247.2% | +245.2% | +11,002.0% | +9,394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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