+112.0%
IYR vs CFG
+396.4%
-284.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +1.5% | -2.8% | -1.7% |
| 30D | -2.9% | -3.8% | +1.0% | -1.9% |
| 3M | +0.8% | +11.5% | -10.6% | -2.3% |
| 6M | +1.9% | +19.2% | -17.3% | -3.2% |
| YTD | +9.6% | +23.7% | -14.1% | +2.8% |
| 1Y | +8.1% | +38.8% | -30.8% | -2.0% |
| 3Y | +29.2% | +178.9% | -149.7% | -5.8% |
| 5Y | +4.3% | +101.8% | -97.5% | -19.0% |
| 10Y | +64.7% | +317.3% | -252.6% | -3.1% |
| All | +112.0% | +396.4% | -284.3% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling