-97.5%
IRE vs CLBK
+62.6%
-160.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.1% | -12.4% | -13.1% |
| 7D | +11.1% | +2.5% | +8.7% | +10.3% |
| 30D | -75.2% | +3.7% | -78.8% | -75.4% |
| 3M | -86.4% | -3.3% | -83.1% | -86.1% |
| 6M | -94.8% | +29.6% | -124.5% | -94.7% |
| YTD | -93.3% | +60.3% | -153.5% | -93.3% |
| 1Y | -97.5% | +63.4% | -160.9% | -97.7% |
| All | -97.5% | +62.6% | -160.0% | -97.7% |
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 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