+84.4%
CRS vs IRE
-84.0%
+168.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.4% |
| 7D | -0.5% | +29.0% | -29.6% | -2.2% |
| 30D | -18.1% | +24.2% | -42.3% | -19.8% |
| 3M | -12.4% | -53.2% | +40.7% | -10.3% |
| 6M | +15.9% | -36.0% | +52.0% | +12.3% |
| YTD | +45.8% | -51.0% | +96.8% | +35.9% |
| All | +84.4% | -84.0% | +168.4% | +85.1% |
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