-29.7%
CG vs IRE
-97.2%
+67.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.2% | -1.9% |
| 7D | -1.2% | -27.2% | +26.0% | -0.8% |
| 30D | +5.0% | -75.1% | +80.2% | +9.0% |
| 3M | -18.2% | -77.9% | +59.7% | -15.4% |
| 6M | -20.7% | -94.6% | +73.9% | -15.1% |
| YTD | -31.4% | -91.5% | +60.1% | -29.9% |
| 1Y | -22.3% | -97.8% | +75.6% | -20.9% |
| All | -29.7% | -97.2% | +67.5% | -28.4% |
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