-39.3%
CLS vs IRE
-98.3%
+59.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -7.4% |
| 7D | -22.2% | -27.2% | +5.0% | -19.4% |
| 30D | -44.4% | -75.1% | +30.7% | -30.4% |
| 3M | -34.3% | -77.9% | +43.6% | -18.1% |
| 6M | -50.1% | -94.6% | +44.5% | -26.9% |
| YTD | -30.1% | -91.5% | +61.5% | -18.5% |
| 1Y | -39.3% | -97.8% | +58.5% | -1.9% |
| All | -39.3% | -98.3% | +59.0% | -1.9% |
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