+801.7%
CRS vs STZ
+13.4%
+788.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +4.8% | +2.6% | +2.2% | +3.6% |
| 30D | -23.2% | +15.2% | -38.4% | -28.9% |
| 3M | -45.5% | +7.6% | -53.1% | -48.2% |
| 6M | -33.1% | +5.3% | -38.4% | -36.5% |
| YTD | -7.2% | +8.6% | -15.8% | -14.9% |
| 1Y | -10.0% | +15.6% | -25.6% | -20.7% |
| 3Y | +332.3% | -35.2% | +367.5% | +405.2% |
| 5Y | +801.9% | -29.1% | +831.0% | +878.9% |
| All | +801.7% | +13.4% | +788.3% | +703.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling