+332.3%
CRS vs MTB
+106.3%
+226.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +4.8% | +1.5% | +3.2% | +3.9% |
| 30D | -23.2% | +2.3% | -25.5% | -24.3% |
| 3M | -45.5% | -12.1% | -33.4% | -41.0% |
| 6M | -33.1% | +9.8% | -42.9% | -37.4% |
| YTD | -7.2% | +12.0% | -19.2% | -14.5% |
| 1Y | -10.0% | +22.0% | -32.1% | -21.7% |
| 3Y | +332.3% | +107.6% | +224.7% | +199.7% |
| All | +332.3% | +106.3% | +226.0% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling