+27.7%
MTB vs CRL
+85.3%
-57.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.4% | +1.9% |
| 7D | +2.0% | -12.8% | +14.8% | +3.4% |
| 30D | +2.9% | +5.0% | -2.1% | +2.0% |
| 3M | -10.7% | +39.4% | -50.0% | -14.7% |
| 6M | +6.3% | +89.4% | -83.0% | -3.2% |
| YTD | +13.8% | +63.6% | -49.8% | +5.1% |
| 1Y | +27.7% | +83.5% | -55.7% | +14.5% |
| All | +27.7% | +85.3% | -57.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling