+79.1%
MTUM vs CRS
+1,363.4%
-1,284.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +0.7% | -6.8% | +7.5% | +2.3% |
| 30D | -2.4% | -16.1% | +13.7% | +1.5% |
| 3M | -3.6% | -21.2% | +17.5% | +1.6% |
| 6M | +23.7% | +8.7% | +15.0% | +21.0% |
| YTD | +22.9% | +41.0% | -18.1% | +13.4% |
| 1Y | +21.8% | +82.7% | -60.9% | +5.2% |
| 3Y | +114.4% | +604.8% | -490.3% | +37.1% |
| All | +79.1% | +1,363.4% | -1,284.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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