+1,401.6%
CRS vs STZ
-37.5%
+1,439.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.7% |
| 7D | -4.1% | -4.1% | 0.0% | -3.1% |
| 30D | -16.6% | -7.6% | -9.0% | -15.0% |
| 3M | -14.3% | -12.3% | -2.0% | -11.7% |
| 6M | +11.6% | -16.3% | +27.9% | +16.2% |
| YTD | +42.6% | -8.4% | +50.9% | +42.9% |
| 1Y | +81.8% | -10.8% | +92.6% | +83.4% |
| 3Y | +632.1% | -49.0% | +681.0% | +807.3% |
| 5Y | +1,401.6% | -36.5% | +1,438.1% | +1,328.8% |
| All | +1,401.6% | -37.5% | +1,439.2% | +1,328.8% |
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