+25.1%
CP vs IRE
-97.3%
+122.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | +2.8% | -15.5% | +18.3% | +2.8% |
| 30D | +11.3% | -70.4% | +81.7% | +11.9% |
| 3M | +2.9% | -81.6% | +84.5% | +3.6% |
| 6M | +9.8% | -94.7% | +104.5% | +12.4% |
| YTD | +28.5% | -91.8% | +120.3% | +29.9% |
| 1Y | +33.5% | -97.6% | +131.1% | +33.4% |
| All | +25.1% | -97.3% | +122.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling