+29.1%
IYR vs CRS
+612.2%
-583.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -1.4% | -6.8% | +5.4% | -0.7% |
| 30D | -2.7% | -16.1% | +13.5% | -1.0% |
| 3M | -2.1% | -21.2% | +19.0% | -0.1% |
| 6M | +3.6% | +8.7% | -5.1% | +1.7% |
| YTD | +8.1% | +41.0% | -32.8% | +3.0% |
| 1Y | +4.7% | +82.7% | -77.9% | -3.9% |
| 3Y | +29.1% | +604.8% | -575.7% | -7.5% |
| All | +29.1% | +612.2% | -583.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling