+30.4%
CFG vs IRE
-98.0%
+128.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -33.9% | +30.8% | -2.6% |
| 7D | -2.2% | -57.1% | +55.0% | -1.0% |
| 30D | +0.4% | -84.4% | +84.8% | +3.1% |
| 3M | -12.6% | -85.0% | +72.4% | -10.5% |
| 6M | +0.6% | -95.2% | +95.9% | +4.0% |
| YTD | +12.4% | -93.9% | +106.4% | +12.9% |
| 1Y | +27.7% | -98.8% | +126.5% | +33.8% |
| All | +30.4% | -98.0% | +128.4% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling