+65.6%
IYR vs CFG
+311.8%
-246.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | -2.5% | -4.6% | +2.1% | -1.3% |
| 3M | -3.0% | +7.9% | -10.8% | -5.2% |
| 6M | +1.6% | +19.9% | -18.2% | -3.8% |
| YTD | +7.3% | +21.7% | -14.4% | +0.8% |
| 1Y | +5.6% | +38.4% | -32.8% | -4.6% |
| 3Y | +28.1% | +187.0% | -158.9% | -8.9% |
| 5Y | +6.1% | +99.5% | -93.4% | -18.4% |
| All | +65.6% | +311.8% | -246.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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