-82.0%
IRE vs CLBK
+79.7%
-161.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.6% | +10.8% | +10.6% |
| 7D | +58.9% | +1.1% | +57.8% | +57.9% |
| 30D | +17.2% | +7.8% | +9.4% | +13.3% |
| 3M | -58.6% | +23.9% | -82.5% | -60.8% |
| 6M | -23.5% | +42.3% | -65.8% | -30.9% |
| YTD | -47.4% | +65.4% | -112.8% | -59.3% |
| All | -82.0% | +79.7% | -161.7% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling