+337.6%
CLS vs IYR
+714.7%
-377.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.3% | +6.9% |
| 7D | -10.6% | +2.3% | -12.8% | -11.9% |
| 30D | -38.4% | +7.4% | -45.8% | -41.5% |
| 3M | -29.9% | -0.7% | -29.2% | -29.8% |
| 6M | -40.6% | +1.6% | -42.3% | -42.2% |
| YTD | -24.6% | +11.6% | -36.2% | -31.1% |
| 1Y | -30.8% | +10.5% | -41.3% | -36.3% |
| 3Y | +811.7% | +43.4% | +768.3% | +599.8% |
| 5Y | +1,838.4% | +6.8% | +1,831.6% | +1,707.9% |
| 10Y | +1,751.5% | +86.0% | +1,665.5% | +1,138.5% |
| All | +337.6% | +714.7% | -377.1% | -32.7% |
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 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