-28.4%
STZ vs CRL
-16.7%
-11.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.2% |
| 7D | +11.8% | -16.8% | +28.6% | +13.7% |
| 30D | +26.0% | +2.6% | +23.3% | +25.0% |
| 3M | +11.5% | +20.1% | -8.5% | +8.5% |
| 6M | -2.0% | +68.8% | -70.8% | -8.9% |
| YTD | +7.9% | +56.9% | -49.1% | +0.7% |
| 1Y | +13.9% | +86.7% | -72.7% | +3.6% |
| 3Y | -35.8% | +72.1% | -107.9% | -43.1% |
| 5Y | -28.4% | -16.6% | -11.8% | -28.3% |
| All | -28.4% | -16.7% | -11.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling