+24.8%
CP vs IRE
-97.7%
+122.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.6% | -0.2% |
| 7D | +2.8% | -41.9% | +44.7% | +2.9% |
| 30D | +11.0% | -75.1% | +86.1% | +11.7% |
| 3M | +3.8% | -82.4% | +86.2% | +4.6% |
| 6M | +9.5% | -95.5% | +105.0% | +12.2% |
| YTD | +28.2% | -93.1% | +121.3% | +29.6% |
| 1Y | +33.0% | -97.8% | +130.7% | +33.1% |
| All | +24.8% | -97.7% | +122.5% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling