+1,323.2%
CRS vs STZ
-11.3%
+1,334.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -6.8% | -4.5% | -2.3% | -4.7% |
| 30D | -16.1% | -8.6% | -7.5% | -12.7% |
| 3M | -21.2% | -13.8% | -7.4% | -16.3% |
| 6M | +8.7% | -17.2% | +25.8% | +17.0% |
| YTD | +41.0% | -9.4% | +50.3% | +43.0% |
| 1Y | +82.7% | -11.9% | +94.5% | +86.6% |
| 3Y | +604.8% | -49.6% | +654.4% | +847.9% |
| 5Y | +1,384.7% | -37.2% | +1,421.9% | +1,611.2% |
| All | +1,323.2% | -11.3% | +1,334.5% | +1,330.9% |
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