+34.8%
CF vs IRE
-97.6%
+132.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.2% | +18.8% | -5.0% |
| 7D | -6.9% | -46.8% | +40.0% | -8.1% |
| 30D | -3.7% | -75.5% | +71.8% | -6.6% |
| 3M | -5.0% | -79.4% | +74.5% | -7.7% |
| 6M | -10.5% | -91.3% | +80.8% | -13.6% |
| YTD | +46.5% | -90.8% | +137.3% | +40.4% |
| 1Y | +34.8% | -97.7% | +132.5% | +32.2% |
| All | +34.8% | -97.6% | +132.4% | +32.2% |
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