-97.7%
IRE vs CLBK
+65.7%
-163.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.9% | -24.1% | -23.6% |
| 7D | -46.8% | +4.6% | -51.4% | -48.2% |
| 30D | -75.5% | -1.5% | -74.0% | -75.3% |
| 3M | -79.4% | +4.4% | -83.8% | -79.6% |
| 6M | -91.3% | +31.7% | -123.0% | -91.5% |
| YTD | -90.8% | +58.7% | -149.5% | -92.2% |
| 1Y | -97.7% | +64.9% | -162.6% | -98.6% |
| All | -97.7% | +65.7% | -163.5% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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