+21.8%
MTUM vs CRL
+80.5%
-58.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +0.7% | -3.5% | +4.3% | +1.1% |
| 30D | -2.4% | -2.1% | -0.3% | -2.2% |
| 3M | -3.6% | +48.0% | -51.6% | -8.6% |
| 6M | +23.7% | +64.7% | -41.1% | +14.7% |
| YTD | +22.9% | +39.5% | -16.6% | +16.3% |
| 1Y | +21.8% | +74.2% | -52.4% | +13.4% |
| All | +21.8% | +80.5% | -58.8% | +13.4% |
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