+856.6%
CRS vs Z
+7.8%
+848.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.1% | -3.5% |
| 7D | +4.8% | +0.8% | +3.9% | +4.6% |
| 30D | -23.2% | +5.2% | -28.4% | -25.1% |
| 3M | -45.5% | -17.0% | -28.5% | -43.9% |
| 6M | -33.1% | -22.7% | -10.5% | -30.5% |
| YTD | -7.2% | -56.3% | +49.1% | +10.5% |
| 1Y | -10.0% | -57.7% | +47.6% | +7.8% |
| 3Y | +332.3% | -16.5% | +348.9% | +307.1% |
| 5Y | +801.9% | -53.4% | +855.3% | +843.0% |
| 10Y | +820.9% | -15.9% | +836.9% | +542.3% |
| All | +856.6% | +7.8% | +848.8% | +505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling