+629.1%
CRS vs STZ
-49.9%
+679.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.5% | -6.0% | +5.5% | -0.1% |
| 30D | -18.1% | -8.9% | -9.2% | -17.6% |
| 3M | -12.4% | -12.6% | +0.1% | -11.6% |
| 6M | +15.9% | -17.2% | +33.1% | +17.7% |
| YTD | +45.8% | -10.0% | +55.9% | +46.1% |
| 1Y | +87.8% | -14.3% | +102.1% | +89.6% |
| All | +629.1% | -49.9% | +679.0% | +662.6% |
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 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