-9.7%
STZ vs CRL
+247.0%
-256.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.4% |
| 7D | -1.9% | -1.0% | -0.9% | -1.8% |
| 30D | -1.9% | +10.7% | -12.5% | -3.9% |
| 3M | -6.2% | +55.3% | -61.5% | -14.4% |
| 6M | -14.0% | +60.7% | -74.7% | -22.7% |
| YTD | -5.1% | +44.6% | -49.7% | -13.3% |
| 1Y | -9.6% | +77.7% | -87.3% | -21.3% |
| 3Y | -47.2% | +37.6% | -84.9% | -53.5% |
| 5Y | -33.6% | -35.8% | +2.2% | -29.1% |
| All | -9.7% | +247.0% | -256.7% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling