+5,434.5%
CRH vs STZ
+9,289.7%
-3,855.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | -4.8% | -4.1% | -0.7% | -4.0% |
| 30D | -13.1% | -7.6% | -5.5% | -11.8% |
| 3M | -12.0% | -12.3% | +0.3% | -9.8% |
| 6M | -16.9% | -16.3% | -0.6% | -14.1% |
| YTD | -29.0% | -8.4% | -20.6% | -28.2% |
| 1Y | -20.3% | -10.8% | -9.5% | -19.1% |
| 3Y | +69.2% | -49.0% | +118.2% | +90.0% |
| 5Y | +94.6% | -36.5% | +131.1% | +109.0% |
| 10Y | +250.3% | -10.3% | +260.6% | +248.6% |
| All | +5,434.5% | +9,289.7% | -3,855.2% | +4,535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 all: compounded portfolio wealth divided by compounded STZ 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…
all analysis · Full analysis span regression · 6 months rolling