+24.8%
CP vs IRE
-98.0%
+122.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -33.9% | +33.3% | -0.6% |
| 7D | +6.1% | -57.1% | +63.2% | +6.4% |
| 30D | +9.8% | -84.4% | +94.2% | +10.6% |
| 3M | +2.7% | -85.0% | +87.7% | +3.5% |
| 6M | +12.8% | -95.2% | +108.0% | +15.3% |
| YTD | +28.2% | -93.9% | +122.1% | +29.6% |
| 1Y | +34.1% | -98.8% | +133.0% | +33.5% |
| All | +24.8% | -98.0% | +122.8% | +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 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