+63.4%
CF vs IRE
-84.4%
+147.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.0% | -17.2% | -2.9% |
| 7D | +6.0% | +54.8% | -48.8% | +7.1% |
| 30D | +14.8% | +18.4% | -3.5% | +15.6% |
| 3M | +14.1% | -66.7% | +80.8% | +13.3% |
| 6M | +28.5% | -52.3% | +80.8% | +29.1% |
| YTD | +74.9% | -52.3% | +127.3% | +73.6% |
| All | +63.4% | -84.4% | +147.9% | +64.8% |
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