+1,323.2%
CRS vs MTB
+173.8%
+1,149.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.4% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -16.1% | -4.8% | -11.3% | -12.9% |
| 3M | -21.2% | +6.0% | -27.1% | -24.9% |
| 6M | +8.7% | +19.6% | -10.9% | -5.3% |
| YTD | +41.0% | +21.5% | +19.5% | +20.5% |
| 1Y | +82.7% | +24.7% | +58.0% | +52.3% |
| 3Y | +604.8% | +108.6% | +496.2% | +282.8% |
| 5Y | +1,384.7% | +106.7% | +1,278.0% | +653.3% |
| All | +1,323.2% | +173.8% | +1,149.4% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling