+11.8%
STZ vs CRL
+358.0%
-346.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -0.9% | +5.0% | -6.0% | -1.9% |
| 30D | +14.9% | +13.5% | +1.4% | +11.5% |
| 3M | +8.4% | +21.5% | -13.1% | +3.6% |
| 6M | +2.8% | +103.4% | -100.6% | -11.9% |
| YTD | +7.5% | +71.8% | -64.3% | -5.6% |
| 1Y | +12.5% | +97.5% | -85.0% | -4.3% |
| 3Y | -35.4% | +99.2% | -134.7% | -48.0% |
| 5Y | -29.3% | -12.1% | -17.2% | -30.3% |
| 10Y | +11.8% | +359.2% | -347.4% | -33.0% |
| All | +11.8% | +358.0% | -346.2% | -33.0% |
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