+629.1%
CRS vs MTB
+112.6%
+516.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -1.2% |
| 30D | -18.1% | -4.6% | -13.5% | -15.7% |
| 3M | -12.4% | +6.3% | -18.7% | -15.9% |
| 6M | +15.9% | +15.6% | +0.3% | +5.8% |
| YTD | +45.8% | +20.6% | +25.3% | +28.9% |
| 1Y | +87.8% | +22.5% | +65.2% | +63.9% |
| All | +629.1% | +112.6% | +516.5% | +393.6% |
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 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