+6.5%
IYR vs CFG
+38.1%
-31.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -2.4% | -4.5% | +2.2% | -1.5% |
| 3M | -2.0% | +6.3% | -8.3% | -3.4% |
| 6M | +2.5% | +20.6% | -18.1% | -1.2% |
| YTD | +8.3% | +21.2% | -12.9% | +3.8% |
| 1Y | +6.5% | +38.2% | -31.7% | -0.9% |
| All | +6.5% | +38.1% | -31.7% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling