+942.5%
CRDO vs IYR
+29.0%
+913.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.3% |
| 7D | -4.5% | -1.4% | -3.1% | -3.9% |
| 30D | -39.2% | -2.7% | -36.6% | -38.6% |
| 3M | -38.5% | -2.1% | -36.3% | -38.7% |
| 6M | +40.6% | +3.6% | +37.0% | +35.1% |
| YTD | +13.2% | +8.1% | +5.1% | +5.9% |
| 1Y | +2.3% | +4.7% | -2.4% | -2.6% |
| 3Y | +942.5% | +29.1% | +913.4% | +731.2% |
| All | +942.5% | +29.0% | +913.6% | +731.2% |
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