+98.3%
CRS vs STZ
-10.2%
+108.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | -0.2% | -1.9% | +1.7% | -0.4% |
| 30D | -16.6% | -1.9% | -14.7% | -16.7% |
| 3M | -3.5% | -6.2% | +2.8% | -3.8% |
| 6M | +15.4% | -14.0% | +29.4% | +15.5% |
| YTD | +51.2% | -5.1% | +56.3% | +53.3% |
| 1Y | +98.3% | -9.6% | +107.9% | +102.8% |
| All | +98.3% | -10.2% | +108.5% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling