+16.3%
STZ vs CRL
+350.3%
-333.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +15.2% | +11.9% | +3.3% | +12.1% |
| 3M | +7.6% | +20.2% | -12.5% | +3.1% |
| 6M | +5.3% | +107.5% | -102.3% | -10.2% |
| YTD | +8.6% | +69.4% | -60.8% | -4.4% |
| 1Y | +15.6% | +99.7% | -84.2% | -2.0% |
| 3Y | -35.2% | +98.8% | -133.9% | -47.9% |
| 5Y | -29.1% | -12.4% | -16.7% | -30.2% |
| All | +16.3% | +350.3% | -333.9% | -30.4% |
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