-22.3%
CLS vs IRE
-98.0%
+75.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -33.9% | +20.9% | -6.3% |
| 7D | -27.3% | -57.1% | +29.9% | -15.6% |
| 30D | -47.0% | -84.4% | +37.4% | -27.1% |
| 3M | -43.3% | -85.0% | +41.6% | -23.2% |
| 6M | -50.8% | -95.2% | +44.5% | -26.1% |
| YTD | -30.4% | -93.9% | +63.5% | -10.8% |
| 1Y | -41.7% | -98.8% | +57.2% | -6.7% |
| All | -22.3% | -98.0% | +75.7% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling