+1,298.7%
CRDO vs IYR
+8.5%
+1,290.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.1% |
| 7D | -4.5% | -1.4% | -3.1% | -3.5% |
| 30D | -39.2% | -2.7% | -36.6% | -38.1% |
| 3M | -38.5% | -2.1% | -36.3% | -38.5% |
| 6M | +40.6% | +3.6% | +37.0% | +34.0% |
| YTD | +13.2% | +8.1% | +5.1% | +3.9% |
| 1Y | +2.3% | +4.7% | -2.4% | -3.9% |
| 3Y | +942.5% | +29.1% | +913.4% | +686.1% |
| All | +1,298.7% | +8.5% | +1,290.2% | +1,135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling