+5,377.8%
CRS vs STZ
+11,030.9%
-5,653.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +4.8% | +2.6% | +2.2% | +4.0% |
| 30D | -23.2% | +15.2% | -38.4% | -26.8% |
| 3M | -45.5% | +7.6% | -53.1% | -47.2% |
| 6M | -33.1% | +5.3% | -38.4% | -35.2% |
| YTD | -7.2% | +8.6% | -15.8% | -11.6% |
| 1Y | -10.0% | +15.6% | -25.6% | -16.1% |
| 3Y | +332.3% | -35.2% | +367.5% | +371.0% |
| 5Y | +801.9% | -29.1% | +831.0% | +856.0% |
| 10Y | +820.9% | +12.9% | +808.0% | +759.2% |
| All | +5,377.8% | +11,030.9% | -5,653.2% | +2,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling