-9.6%
STZ vs CRL
+78.8%
-88.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.7% |
| 7D | -1.9% | -1.0% | -0.9% | -1.9% |
| 30D | -1.9% | +10.7% | -12.5% | -2.2% |
| 3M | -6.2% | +55.3% | -61.5% | -7.8% |
| 6M | -14.0% | +60.7% | -74.7% | -15.5% |
| YTD | -5.1% | +44.6% | -49.7% | -5.5% |
| 1Y | -9.6% | +77.7% | -87.3% | -13.9% |
| All | -9.6% | +78.8% | -88.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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