-35.0%
CLS vs IRE
-98.1%
+63.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.8% | +16.3% | +3.6% |
| 7D | -13.9% | -41.9% | +28.0% | -6.6% |
| 30D | -38.2% | -75.1% | +36.9% | -22.6% |
| 3M | -28.8% | -82.4% | +53.6% | -7.2% |
| 6M | -40.4% | -95.5% | +55.1% | -9.3% |
| YTD | -24.3% | -93.1% | +68.8% | -8.7% |
| 1Y | -35.0% | -97.8% | +62.8% | +2.9% |
| All | -35.0% | -98.1% | +63.1% | +2.9% |
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 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