+91.2%
CRS vs IRE
-84.4%
+175.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.8% |
| 7D | -0.2% | +54.8% | -55.0% | -3.1% |
| 30D | -16.6% | +18.4% | -35.0% | -18.1% |
| 3M | -3.5% | -66.7% | +63.3% | +0.8% |
| 6M | +15.4% | -52.3% | +67.8% | +13.7% |
| YTD | +51.2% | -52.3% | +103.5% | +41.2% |
| All | +91.2% | -84.4% | +175.6% | +92.4% |
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