+1,312.5%
CLS vs IYR
+29.8%
+1,282.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +12.8% | -0.4% | +13.2% | +13.0% |
| 30D | +3.8% | -2.5% | +6.3% | +5.1% |
| 3M | -14.6% | +1.5% | -16.1% | -16.0% |
| 6M | +32.2% | +3.9% | +28.4% | +27.7% |
| YTD | +11.6% | +9.5% | +2.1% | +4.0% |
| 1Y | +35.1% | +7.5% | +27.6% | +27.2% |
| 3Y | +1,312.5% | +30.8% | +1,281.8% | +1,089.4% |
| All | +1,312.5% | +29.8% | +1,282.8% | +1,089.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling