+352.0%
CRS vs STZ
-35.6%
+387.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.5% |
| 7D | +4.4% | -0.9% | +5.3% | +4.3% |
| 30D | -19.1% | +14.9% | -34.1% | -19.2% |
| 3M | -43.2% | +8.4% | -51.7% | -43.1% |
| 6M | -28.9% | +2.8% | -31.7% | -28.5% |
| YTD | -3.0% | +7.5% | -10.5% | -3.1% |
| 1Y | -5.3% | +12.5% | -17.9% | -6.0% |
| All | +352.0% | -35.6% | +387.6% | +349.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling