+858.2%
CRS vs STZ
-28.3%
+886.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | -19.1% | +14.9% | -34.1% | -21.7% |
| 3M | -43.2% | +8.4% | -51.7% | -44.4% |
| 6M | -28.9% | +2.8% | -31.7% | -29.7% |
| YTD | -3.0% | +7.5% | -10.5% | -6.4% |
| 1Y | -5.3% | +12.5% | -17.9% | -10.3% |
| 3Y | +363.5% | -35.4% | +399.0% | +420.5% |
| 5Y | +858.2% | -29.3% | +887.5% | +841.0% |
| All | +858.2% | -28.3% | +886.4% | +841.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling