-16.9%
CG vs IRE
-84.4%
+67.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.2% |
| 7D | -4.3% | +54.8% | -59.1% | -6.0% |
| 30D | -5.1% | +18.4% | -23.5% | -6.2% |
| 3M | +8.7% | -66.7% | +75.4% | +11.3% |
| 6M | -9.2% | -52.3% | +43.1% | -10.4% |
| YTD | -18.9% | -52.3% | +33.5% | -21.0% |
| All | -16.9% | -84.4% | +67.6% | -19.2% |
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