-1.8%
CARR vs IRE
-97.6%
+95.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.2% | +23.8% | +1.2% |
| 7D | -0.7% | -46.8% | +46.2% | +0.9% |
| 30D | +0.3% | -75.5% | +75.8% | +3.9% |
| 3M | -14.9% | -79.4% | +64.5% | -11.9% |
| 6M | -14.9% | -91.3% | +76.4% | -11.4% |
| YTD | +7.0% | -90.8% | +97.8% | +8.5% |
| 1Y | -1.8% | -97.7% | +96.0% | -0.9% |
| All | -1.8% | -97.6% | +95.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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