-97.1%
IRE vs CRL
+82.4%
-179.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +7.8% | +31.8% | +33.8% |
| 7D | -27.2% | -6.1% | -21.1% | -22.4% |
| 30D | -75.1% | +12.4% | -87.5% | -75.0% |
| 3M | -77.9% | +27.1% | -105.0% | -78.7% |
| 6M | -94.6% | +85.7% | -180.3% | -95.9% |
| YTD | -91.5% | +69.2% | -160.7% | -93.8% |
| 1Y | -97.8% | +97.5% | -195.3% | -98.5% |
| All | -97.1% | +82.4% | -179.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling