+9,834.6%
CRS vs MTB
+8,245.1%
+1,589.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -3.1% | +2.8% | -5.8% | -4.6% |
| 30D | -19.6% | -4.2% | -15.4% | -17.6% |
| 3M | -8.1% | +7.8% | -15.9% | -12.2% |
| 6M | +18.6% | +14.8% | +3.7% | +9.4% |
| YTD | +45.9% | +20.8% | +25.1% | +30.1% |
| 1Y | +82.5% | +23.1% | +59.4% | +60.5% |
| 3Y | +648.9% | +114.8% | +534.1% | +370.9% |
| 5Y | +1,438.1% | +103.3% | +1,334.8% | +871.9% |
| 10Y | +1,327.0% | +173.0% | +1,154.0% | +697.9% |
| All | +9,834.6% | +8,245.1% | +1,589.5% | +2,496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling