-4.5%
CRS vs Z
-54.2%
+49.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.4% | -11.0% | -1.1% |
| 7D | +4.3% | +10.2% | -5.9% | +4.8% |
| 30D | -25.5% | +23.7% | -49.2% | -25.2% |
| 3M | -48.7% | -6.6% | -42.2% | -48.3% |
| 6M | -31.6% | -23.0% | -8.6% | -29.3% |
| YTD | -7.0% | -50.3% | +43.3% | -8.3% |
| 1Y | -4.5% | -53.6% | +49.1% | -5.3% |
| All | -4.5% | -54.2% | +49.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling