-35.8%
STZ vs CRL
+72.9%
-108.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.4% |
| 7D | +11.8% | -16.8% | +28.6% | +13.0% |
| 30D | +26.0% | +2.6% | +23.3% | +25.2% |
| 3M | +11.5% | +20.1% | -8.5% | +9.3% |
| 6M | -2.0% | +68.8% | -70.8% | -7.1% |
| YTD | +7.9% | +56.9% | -49.1% | +2.7% |
| 1Y | +13.9% | +86.7% | -72.7% | +6.1% |
| All | -35.8% | +72.9% | -108.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling