+82.7%
CRS vs Z
-62.2%
+144.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -6.8% | -6.0% | -0.7% | -6.6% |
| 30D | -16.1% | -2.3% | -13.8% | -16.1% |
| 3M | -21.2% | -0.6% | -20.6% | -21.0% |
| 6M | +8.7% | -27.6% | +36.3% | +11.6% |
| YTD | +41.0% | -52.4% | +93.3% | +41.3% |
| 1Y | +82.7% | -63.6% | +146.3% | +83.8% |
| All | +82.7% | -62.2% | +144.8% | +83.8% |
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 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