+32.5%
CFG vs IRE
-97.8%
+130.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.5% | +12.7% | -0.6% |
| 7D | +1.6% | +11.1% | -9.5% | +1.3% |
| 30D | +3.3% | -75.2% | +78.4% | +5.1% |
| 3M | -11.5% | -86.4% | +74.8% | -9.3% |
| 6M | +6.2% | -94.8% | +101.1% | +9.7% |
| YTD | +14.3% | -93.3% | +107.5% | +14.4% |
| 1Y | +26.7% | -97.5% | +124.2% | +29.4% |
| All | +32.5% | -97.8% | +130.3% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling