-94.6%
IRE vs CRL
+80.3%
-174.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +7.8% | +31.8% | +33.1% |
| 7D | -27.2% | -6.1% | -21.1% | -24.0% |
| 30D | -75.1% | +12.4% | -87.5% | -74.0% |
| 3M | -77.9% | +27.1% | -105.0% | -76.4% |
| 6M | -94.6% | +85.7% | -180.3% | -94.5% |
| All | -94.6% | +80.3% | -174.9% | -94.5% |
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