+648.9%
CRS vs Z
-37.5%
+686.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -19.6% | -3.7% | -15.9% | -19.4% |
| 3M | -8.1% | -7.0% | -1.1% | -7.5% |
| 6M | +18.6% | -29.5% | +48.1% | +25.3% |
| YTD | +45.9% | -52.6% | +98.4% | +63.9% |
| 1Y | +82.5% | -64.0% | +146.5% | +116.4% |
| 3Y | +648.9% | -36.4% | +685.3% | +721.5% |
| All | +648.9% | -37.5% | +686.4% | +721.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling