+2,029.3%
CLS vs IYR
+87.2%
+1,942.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.1% |
| 7D | +23.5% | -0.1% | +23.6% | +23.7% |
| 30D | -28.9% | +5.7% | -34.6% | -32.4% |
| 3M | -25.2% | -0.6% | -24.6% | -25.2% |
| 6M | -32.1% | +0.5% | -32.6% | -33.8% |
| YTD | -14.1% | +10.4% | -24.5% | -22.8% |
| 1Y | -24.1% | +9.2% | -33.3% | -31.0% |
| 3Y | +897.0% | +40.5% | +856.4% | +611.0% |
| 5Y | +2,089.9% | +5.9% | +2,084.0% | +1,896.8% |
| All | +2,029.3% | +87.2% | +1,942.2% | +1,299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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