+30.1%
CB vs IRE
-98.3%
+128.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.4% | -0.4% |
| 7D | +0.2% | -27.2% | +27.4% | -0.1% |
| 30D | +9.1% | -75.1% | +84.2% | +5.4% |
| 3M | +3.4% | -77.9% | +81.3% | +0.2% |
| 6M | +14.1% | -94.6% | +108.7% | +8.8% |
| YTD | +18.0% | -91.5% | +109.6% | +14.7% |
| 1Y | +30.1% | -97.8% | +128.0% | +24.3% |
| All | +30.1% | -98.3% | +128.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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