+33.7%
CFG vs IRE
-97.6%
+131.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -23.2% | +25.6% | +2.7% |
| 7D | +1.8% | -46.8% | +48.6% | +2.6% |
| 30D | +3.3% | -75.5% | +78.8% | +5.2% |
| 3M | -9.8% | -79.4% | +69.6% | -8.2% |
| 6M | +5.2% | -91.3% | +96.5% | +7.4% |
| YTD | +16.1% | -90.8% | +106.9% | +16.0% |
| 1Y | +33.7% | -97.7% | +131.4% | +36.6% |
| All | +33.7% | -97.6% | +131.2% | +36.6% |
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