+49.6%
CF vs IRE
-98.3%
+148.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +39.6% | -38.9% | +1.9% |
| 7D | -3.2% | -27.2% | +24.0% | -3.5% |
| 30D | +4.3% | -75.1% | +79.4% | +1.3% |
| 3M | +2.8% | -77.9% | +80.7% | 0.0% |
| 6M | +0.6% | -94.6% | +95.2% | -3.7% |
| YTD | +56.6% | -91.5% | +148.2% | +50.9% |
| 1Y | +49.6% | -97.8% | +147.4% | +45.1% |
| All | +49.6% | -98.3% | +148.0% | +45.1% |
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