+4.8%
IYR vs CFG
+100.9%
-96.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | -2.5% | -3.7% | +1.2% | -1.6% |
| 3M | +1.5% | +9.5% | -8.0% | -1.2% |
| 6M | +3.9% | +22.2% | -18.4% | -2.1% |
| YTD | +9.5% | +22.3% | -12.8% | +2.9% |
| 1Y | +7.5% | +39.4% | -32.0% | -3.0% |
| 3Y | +30.8% | +188.5% | -157.7% | -7.8% |
| 5Y | +4.8% | +101.5% | -96.8% | -18.1% |
| All | +4.8% | +100.9% | -96.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling