-15.8%
CLS vs IRE
-97.3%
+81.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.3% | +8.3% |
| 7D | -10.6% | -15.5% | +5.0% | -10.0% |
| 30D | -38.4% | -70.4% | +31.9% | -25.8% |
| 3M | -29.9% | -81.6% | +51.8% | -10.1% |
| 6M | -40.6% | -94.7% | +54.1% | -13.8% |
| YTD | -24.6% | -91.8% | +67.2% | -10.3% |
| 1Y | -30.8% | -97.6% | +66.8% | -3.1% |
| All | -15.8% | -97.3% | +81.5% | +12.9% |
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