+36.2%
CB vs IRE
-97.3%
+133.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -1.5% | -15.5% | +14.0% | -1.4% |
| 30D | +6.5% | -70.4% | +76.9% | +3.7% |
| 3M | +4.1% | -81.6% | +85.7% | +0.4% |
| 6M | +14.4% | -94.7% | +109.1% | +9.4% |
| YTD | +17.5% | -91.8% | +109.3% | +14.4% |
| 1Y | +27.5% | -97.6% | +125.1% | +23.1% |
| All | +36.2% | -97.3% | +133.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling