+608.1%
MTUM vs CRL
+563.4%
+44.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +2.0% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | -0.2% | +5.0% | -5.2% | -1.7% |
| 3M | -1.9% | +50.6% | -52.5% | -13.8% |
| 6M | +28.1% | +60.9% | -32.8% | +9.1% |
| YTD | +23.6% | +40.7% | -17.2% | +9.0% |
| 1Y | +26.1% | +73.3% | -47.2% | +3.4% |
| 3Y | +116.8% | +40.6% | +76.3% | +78.1% |
| 5Y | +80.0% | -37.0% | +117.0% | +94.5% |
| 10Y | +346.4% | +244.3% | +102.1% | +136.3% |
| All | +608.1% | +563.4% | +44.7% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling