+181.4%
CFG vs IRM
+103.0%
+78.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -3.8% | -8.1% | +4.2% | -1.4% |
| 3M | +11.5% | -9.7% | +21.2% | +14.7% |
| 6M | +19.2% | +10.0% | +9.2% | +14.9% |
| YTD | +23.7% | +43.0% | -19.3% | +8.8% |
| 1Y | +38.8% | +32.7% | +6.2% | +24.3% |
| All | +181.4% | +103.0% | +78.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling