+8,825.4%
CRS vs STZ
+9,621.1%
-795.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -16.6% | -1.9% | -14.7% | -16.3% |
| 3M | -3.5% | -6.2% | +2.8% | -2.3% |
| 6M | +15.4% | -14.0% | +29.4% | +19.7% |
| YTD | +51.2% | -5.1% | +56.3% | +51.2% |
| 1Y | +98.3% | -9.6% | +107.9% | +100.4% |
| 3Y | +651.5% | -47.2% | +698.8% | +779.3% |
| 5Y | +1,411.1% | -33.6% | +1,444.7% | +1,547.1% |
| 10Y | +1,424.3% | -9.8% | +1,434.1% | +1,425.4% |
| All | +8,825.4% | +9,621.1% | -795.7% | +3,890.6% |
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 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