+1,458.6%
CRS vs Z
+25.1%
+1,433.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.5% |
| 30D | -16.6% | -4.2% | -12.4% | -16.1% |
| 3M | -3.5% | -3.7% | +0.2% | -3.7% |
| 6M | +15.4% | -24.5% | +39.9% | +22.5% |
| YTD | +51.2% | -49.3% | +100.5% | +76.0% |
| 1Y | +98.3% | -58.7% | +157.0% | +142.2% |
| 3Y | +651.5% | -34.1% | +685.7% | +669.1% |
| 5Y | +1,411.1% | -64.5% | +1,475.7% | +1,597.9% |
| 10Y | +1,424.3% | -0.5% | +1,424.8% | +932.4% |
| All | +1,458.6% | +25.1% | +1,433.5% | +863.5% |
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 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