+1,323.2%
CRS vs Z
-2.5%
+1,325.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.2% |
| 7D | -6.8% | -6.0% | -0.7% | -5.3% |
| 30D | -16.1% | -2.3% | -13.8% | -16.0% |
| 3M | -21.2% | -0.6% | -20.6% | -22.0% |
| 6M | +8.7% | -27.6% | +36.3% | +16.7% |
| YTD | +41.0% | -52.4% | +93.3% | +67.0% |
| 1Y | +82.7% | -63.6% | +146.3% | +131.4% |
| 3Y | +604.8% | -36.4% | +641.2% | +626.6% |
| 5Y | +1,384.7% | -64.6% | +1,449.3% | +1,565.9% |
| All | +1,323.2% | -2.5% | +1,325.7% | +806.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling