+81.8%
CRS vs STZ
-12.7%
+94.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.1% |
| 7D | -4.1% | -4.1% | 0.0% | -4.4% |
| 30D | -16.6% | -7.6% | -9.0% | -17.0% |
| 3M | -14.3% | -12.3% | -2.0% | -14.7% |
| 6M | +11.6% | -16.3% | +27.9% | +11.5% |
| YTD | +42.6% | -8.4% | +50.9% | +44.5% |
| 1Y | +81.8% | -10.8% | +92.6% | +86.6% |
| All | +81.8% | -12.7% | +94.5% | +86.6% |
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