+303.5%
MXL vs CRS
+102.1%
+201.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +4.9% |
| 7D | +1.6% | -0.2% | +1.9% | +1.7% |
| 30D | -7.0% | -16.6% | +9.6% | -0.2% |
| 3M | -33.4% | -3.5% | -29.9% | -28.9% |
| 6M | +260.2% | +15.4% | +244.7% | +267.6% |
| YTD | +260.0% | +51.2% | +208.8% | +246.3% |
| 1Y | +303.5% | +98.3% | +205.2% | +258.2% |
| All | +303.5% | +102.1% | +201.4% | +258.2% |
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