+362.4%
CFG vs IRM
+607.1%
-244.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -3.8% | -8.1% | +4.2% | -0.6% |
| 3M | +11.5% | -9.7% | +21.2% | +15.6% |
| 6M | +19.2% | +10.0% | +9.2% | +13.5% |
| YTD | +23.7% | +43.0% | -19.3% | +5.0% |
| 1Y | +38.8% | +32.7% | +6.2% | +20.6% |
| 3Y | +178.9% | +102.7% | +76.2% | +93.5% |
| 5Y | +101.8% | +187.6% | -85.8% | +17.6% |
| 10Y | +317.3% | +420.1% | -102.8% | +78.3% |
| All | +362.4% | +607.1% | -244.7% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling