+25.8%
CL vs IRE
-97.2%
+123.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.7% | -0.9% |
| 7D | +1.3% | -27.2% | +28.5% | +1.1% |
| 30D | +11.4% | -75.1% | +86.5% | +8.5% |
| 3M | +4.4% | -77.9% | +82.3% | +2.0% |
| 6M | +10.8% | -94.6% | +105.4% | +7.1% |
| YTD | +25.1% | -91.5% | +116.7% | +24.2% |
| 1Y | +28.0% | -97.8% | +125.8% | +23.6% |
| All | +25.8% | -97.2% | +123.0% | +23.1% |
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