-17.9%
CLS vs IRE
-97.6%
+79.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -14.4% | +9.0% | -2.6% |
| 7D | +16.3% | -31.8% | +48.1% | +24.2% |
| 30D | -25.7% | -71.8% | +46.1% | -9.5% |
| 3M | -30.9% | -88.9% | +58.0% | -2.8% |
| 6M | -35.5% | -95.4% | +59.9% | -3.2% |
| YTD | -18.7% | -94.2% | +75.5% | +2.7% |
| 1Y | -17.9% | -97.1% | +79.2% | +18.4% |
| All | -17.9% | -97.6% | +79.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling