+9,818.1%
STZ vs CPB
+217.3%
+9,600.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | -1.9% | -8.6% | +6.7% | +0.2% |
| 30D | -1.9% | -7.2% | +5.4% | -0.1% |
| 3M | -6.2% | +0.9% | -7.1% | -6.7% |
| 6M | -14.0% | -11.8% | -2.2% | -11.8% |
| YTD | -5.1% | -19.4% | +14.3% | -0.7% |
| 1Y | -9.6% | -30.4% | +20.8% | -2.1% |
| 3Y | -47.2% | -40.2% | -7.1% | -41.1% |
| 5Y | -33.6% | -39.5% | +5.9% | -26.6% |
| 10Y | -9.8% | -47.4% | +37.6% | -0.7% |
| All | +9,818.1% | +217.3% | +9,600.8% | +8,387.1% |
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