-29.4%
STZ vs CRL
-10.4%
-19.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -2.6% |
| 7D | +4.9% | -6.1% | +11.0% | +5.4% |
| 30D | +20.9% | +12.4% | +8.5% | +18.8% |
| 3M | +8.0% | +27.1% | -19.1% | +4.5% |
| 6M | -5.3% | +85.7% | -91.0% | -12.9% |
| YTD | +5.9% | +69.2% | -63.3% | -1.9% |
| 1Y | +14.2% | +97.5% | -83.3% | +3.3% |
| 3Y | -37.0% | +86.1% | -123.1% | -44.5% |
| All | -29.4% | -10.4% | -19.1% | -29.5% |
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