-83.2%
IRE vs CLBK
+77.4%
-160.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.0% |
| 7D | +29.0% | -1.5% | +30.5% | +30.3% |
| 30D | +24.2% | +6.7% | +17.5% | +21.0% |
| 3M | -53.2% | +21.2% | -74.3% | -55.1% |
| 6M | -36.0% | +42.0% | -78.0% | -41.9% |
| YTD | -51.0% | +63.3% | -114.3% | -61.7% |
| All | -83.2% | +77.4% | -160.6% | -88.5% |
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