-52.3%
IRE vs CRL
+63.9%
-116.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.7% | +15.6% | +14.5% |
| 7D | +54.8% | -1.0% | +55.8% | +55.2% |
| 30D | +18.4% | +10.7% | +7.7% | +15.7% |
| 3M | -66.7% | +55.3% | -122.0% | -73.4% |
| 6M | -52.3% | +60.7% | -113.0% | -64.8% |
| All | -52.3% | +63.9% | -116.2% | -64.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling