+297.0%
MXL vs CRS
-3.8%
+300.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.6% | -9.6% | -10.3% |
| 7D | -24.3% | +4.3% | -28.7% | -26.3% |
| 30D | -46.1% | -25.5% | -20.6% | -36.8% |
| 3M | -21.8% | -48.7% | +26.9% | +9.7% |
| 6M | -27.2% | -31.6% | +4.4% | +0.3% |
| YTD | +226.2% | -7.0% | +233.2% | +312.7% |
| 1Y | +297.0% | -4.5% | +301.5% | +397.9% |
| All | +297.0% | -3.8% | +300.8% | +397.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling