+22.7%
CP vs IRE
-97.2%
+119.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -1.8% |
| 7D | +2.8% | -27.2% | +30.0% | +2.9% |
| 30D | +10.2% | -75.1% | +85.3% | +10.9% |
| 3M | +2.4% | -77.9% | +80.2% | +3.0% |
| 6M | +7.7% | -94.6% | +102.2% | +10.3% |
| YTD | +26.0% | -91.5% | +117.5% | +27.3% |
| 1Y | +34.6% | -97.8% | +132.5% | +34.3% |
| All | +22.7% | -97.2% | +119.9% | +23.1% |
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