-97.8%
IRE vs CRL
+106.9%
-204.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.1% | -13.7% | -14.1% |
| 7D | -41.9% | -1.7% | -40.2% | -40.0% |
| 30D | -75.1% | +14.6% | -89.7% | -75.4% |
| 3M | -82.4% | +24.8% | -107.2% | -83.2% |
| 6M | -95.5% | +94.7% | -190.2% | -96.8% |
| YTD | -93.1% | +73.4% | -166.4% | -95.4% |
| 1Y | -97.8% | +104.7% | -202.4% | -98.8% |
| All | -97.8% | +106.9% | -204.7% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling