+513.2%
CLS vs IYR
+700.6%
-187.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +4.6% | -1.2% | +5.8% | +5.5% |
| 30D | -13.9% | -2.9% | -11.0% | -12.1% |
| 3M | -26.6% | +0.8% | -27.4% | -27.6% |
| 6M | +15.4% | +1.9% | +13.6% | +13.0% |
| YTD | +5.7% | +9.6% | -4.0% | -1.8% |
| 1Y | +41.1% | +8.1% | +33.0% | +32.2% |
| 3Y | +1,228.6% | +29.2% | +1,199.4% | +996.9% |
| 5Y | +3,240.6% | +4.3% | +3,236.4% | +3,083.7% |
| 10Y | +2,760.3% | +64.7% | +2,695.7% | +1,965.6% |
| All | +513.2% | +700.6% | -187.4% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling