-97.3%
IRE vs CRL
+85.2%
-182.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.9% | +13.0% | +12.8% |
| 7D | -15.1% | +5.0% | -20.2% | -16.5% |
| 30D | -71.4% | +13.5% | -84.9% | -71.5% |
| 3M | -81.2% | +21.5% | -102.7% | -81.7% |
| 6M | -93.7% | +103.4% | -197.2% | -95.5% |
| YTD | -92.2% | +71.8% | -164.0% | -94.4% |
| 1Y | -97.3% | +97.5% | -194.8% | -98.1% |
| All | -97.3% | +85.2% | -182.6% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling