-14.1%
CG vs IRE
-97.6%
+83.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -23.2% | +27.8% | +5.3% |
| 7D | +9.4% | -46.8% | +56.3% | +11.4% |
| 30D | +8.7% | -75.5% | +84.2% | +13.7% |
| 3M | -15.0% | -79.4% | +64.4% | -11.1% |
| 6M | -13.2% | -91.3% | +78.1% | -8.4% |
| YTD | -26.2% | -90.8% | +64.7% | -25.0% |
| 1Y | -14.1% | -97.7% | +83.6% | -10.0% |
| All | -14.1% | -97.6% | +83.5% | -10.0% |
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