+8.1%
IYR vs CRS
+102.1%
-94.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -16.6% | +13.8% | -2.2% |
| 3M | +0.8% | -3.5% | +4.3% | +0.5% |
| 6M | +1.9% | +15.4% | -13.6% | +0.3% |
| YTD | +9.6% | +51.2% | -41.6% | +7.4% |
| 1Y | +8.1% | +98.3% | -90.2% | +5.0% |
| All | +8.1% | +102.1% | -94.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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