+40.2%
CB vs IRE
-97.0%
+137.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.2% | +25.3% | +1.3% |
| 7D | +5.3% | -46.8% | +52.1% | +3.5% |
| 30D | +13.2% | -75.5% | +88.7% | +9.2% |
| 3M | +7.8% | -79.4% | +87.2% | +4.0% |
| 6M | +15.8% | -91.3% | +107.1% | +11.6% |
| YTD | +21.0% | -90.8% | +111.8% | +17.6% |
| 1Y | +32.2% | -97.7% | +129.9% | +27.3% |
| All | +40.2% | -97.0% | +137.2% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling