-97.2%
IRE vs CLBK
+75.4%
-172.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.7% |
| 7D | -15.5% | +1.8% | -17.3% | -16.1% |
| 30D | -70.4% | +5.1% | -75.5% | -71.2% |
| 3M | -81.6% | +5.2% | -86.8% | -81.9% |
| 6M | -94.7% | +28.6% | -123.3% | -95.0% |
| YTD | -91.8% | +61.4% | -153.2% | -93.5% |
| 1Y | -97.6% | +64.7% | -162.3% | -98.3% |
| All | -97.2% | +75.4% | -172.6% | -98.0% |
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