-97.2%
IRE vs CRL
+91.0%
-188.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -5.9% |
| 7D | -15.5% | +4.4% | -19.9% | -15.9% |
| 30D | -70.4% | +17.1% | -87.5% | -71.2% |
| 3M | -81.6% | +32.1% | -113.7% | -82.9% |
| 6M | -94.7% | +98.9% | -193.6% | -96.1% |
| YTD | -91.8% | +77.1% | -168.9% | -94.2% |
| 1Y | -97.6% | +110.3% | -207.8% | -98.4% |
| All | -97.2% | +91.0% | -188.2% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling