-27.4%
CLS vs IYR
+9.6%
-37.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.4% |
| 7D | +2.8% | -1.2% | +4.0% | +2.1% |
| 30D | -30.1% | +6.1% | -36.2% | -28.4% |
| 3M | -21.7% | +0.9% | -22.7% | -20.6% |
| 6M | -36.2% | +1.2% | -37.4% | -35.2% |
| YTD | -17.8% | +11.1% | -28.9% | -25.4% |
| All | -27.4% | +9.6% | -37.0% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling