-10.0%
CRM vs IRE
-97.6%
+87.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.4% | +1.7% |
| 7D | -6.2% | -46.8% | +40.6% | -7.2% |
| 30D | -1.2% | -75.5% | +74.3% | -3.5% |
| 3M | +19.1% | -79.4% | +98.5% | +16.3% |
| 6M | +23.0% | -91.3% | +114.3% | +20.7% |
| YTD | -13.7% | -90.8% | +77.1% | -15.6% |
| 1Y | -10.0% | -97.7% | +87.7% | -10.1% |
| All | -10.0% | -97.6% | +87.6% | -10.1% |
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