+8.9%
CRCL vs IYR
+9.3%
-0.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -11.2% | -1.4% | -9.9% | -10.0% |
| 30D | +27.1% | -2.7% | +29.8% | +30.5% |
| 3M | +9.6% | -2.1% | +11.8% | +11.3% |
| 6M | -19.7% | +3.6% | -23.3% | -25.0% |
| YTD | +14.2% | +8.1% | +6.1% | +0.6% |
| 1Y | -32.2% | +4.7% | -37.0% | -37.5% |
| All | +8.9% | +9.3% | -0.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling