+155.0%
CRS vs MULL
+2,366.2%
-2,211.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.3% | +7.1% | -1.0% |
| 7D | -4.1% | +3.6% | -7.7% | -4.6% |
| 30D | -16.6% | +22.0% | -38.6% | -19.1% |
| 3M | -14.3% | -8.6% | -5.6% | -17.9% |
| 6M | +11.6% | +248.5% | -236.9% | -17.0% |
| YTD | +42.6% | +516.3% | -473.7% | -7.3% |
| 1Y | +81.8% | +2,036.6% | -1,954.8% | -10.1% |
| All | +155.0% | +2,366.2% | -2,211.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling