-8.2%
CLS vs IRE
-97.5%
+89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +12.1% | -3.6% | +6.2% |
| 7D | +2.8% | -15.1% | +17.9% | +3.6% |
| 30D | -30.1% | -71.4% | +41.3% | -15.4% |
| 3M | -21.7% | -81.2% | +59.4% | -0.1% |
| 6M | -36.2% | -93.7% | +57.5% | -9.6% |
| YTD | -17.8% | -92.2% | +74.4% | -1.4% |
| 1Y | -26.8% | -97.3% | +70.5% | +0.9% |
| All | -8.2% | -97.5% | +89.2% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling