+1,416.6%
CRS vs Z
-65.8%
+1,482.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.5% | -7.1% | +6.5% | +1.0% |
| 30D | -18.1% | -4.8% | -13.3% | -17.5% |
| 3M | -12.4% | -9.3% | -3.1% | -11.4% |
| 6M | +15.9% | -29.0% | +44.9% | +24.1% |
| YTD | +45.8% | -52.9% | +98.7% | +70.0% |
| 1Y | +87.8% | -63.1% | +150.9% | +131.3% |
| 3Y | +648.7% | -36.9% | +685.6% | +671.2% |
| 5Y | +1,416.6% | -65.5% | +1,482.1% | +1,395.0% |
| All | +1,416.6% | -65.8% | +1,482.4% | +1,395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling