+690.9%
IYR vs CRS
+6,976.6%
-6,285.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | -18.1% | +15.7% | +2.6% |
| 3M | -2.0% | -12.4% | +10.4% | +0.6% |
| 6M | +2.5% | +15.9% | -13.5% | -3.1% |
| YTD | +8.3% | +45.8% | -37.5% | -4.2% |
| 1Y | +6.5% | +87.8% | -81.3% | -13.2% |
| 3Y | +29.3% | +648.7% | -619.4% | -31.7% |
| 5Y | +5.7% | +1,416.6% | -1,411.0% | -56.6% |
| 10Y | +69.2% | +1,412.7% | -1,343.5% | -41.7% |
| All | +690.9% | +6,976.6% | -6,285.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling