+4,733.2%
CRS vs IRM
+9,964.6%
-5,231.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.0% |
| 7D | -0.2% | -0.5% | +0.2% | 0.0% |
| 30D | -16.6% | -8.1% | -8.6% | -13.5% |
| 3M | -3.5% | -9.7% | +6.2% | +0.6% |
| 6M | +15.4% | +10.0% | +5.4% | +10.2% |
| YTD | +51.2% | +43.0% | +8.2% | +28.0% |
| 1Y | +98.3% | +32.7% | +65.6% | +72.3% |
| 3Y | +651.5% | +102.7% | +548.8% | +434.3% |
| 5Y | +1,411.1% | +187.6% | +1,223.5% | +818.5% |
| 10Y | +1,424.3% | +420.1% | +1,004.2% | +619.2% |
| All | +4,733.2% | +9,964.6% | -5,231.4% | +1,242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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