+13.8%
STZ vs CRL
+101.9%
-88.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -1.2% |
| 7D | +4.9% | -6.1% | +11.0% | +4.7% |
| 30D | +20.9% | +12.4% | +8.5% | +20.9% |
| 3M | +8.0% | +27.1% | -19.1% | +8.2% |
| 6M | -5.3% | +85.7% | -91.0% | -4.8% |
| YTD | +5.9% | +69.2% | -63.3% | +7.1% |
| All | +13.8% | +101.9% | -88.2% | +12.8% |
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