+826.6%
CRS vs Z
-54.7%
+881.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.2% |
| 7D | +7.4% | -4.9% | +12.3% | +8.7% |
| 30D | -21.2% | +3.0% | -24.2% | -22.6% |
| 3M | -43.3% | -13.4% | -29.9% | -42.3% |
| 6M | -29.4% | -27.3% | -2.1% | -25.5% |
| YTD | -4.7% | -57.8% | +53.1% | +14.0% |
| 1Y | -9.6% | -60.0% | +50.4% | +9.4% |
| 3Y | +355.5% | -21.5% | +377.0% | +326.9% |
| 5Y | +826.6% | -55.0% | +881.5% | +814.2% |
| All | +826.6% | -54.7% | +881.3% | +814.2% |
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