-97.4%
IRE vs CLBK
+63.6%
-161.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.3% |
| 7D | -15.5% | +1.8% | -17.3% | -15.9% |
| 30D | -70.4% | +5.1% | -75.5% | -70.9% |
| 3M | -81.6% | +5.2% | -86.8% | -81.6% |
| 6M | -94.7% | +28.6% | -123.3% | -94.6% |
| YTD | -91.8% | +61.4% | -153.2% | -92.0% |
| All | -97.4% | +63.6% | -161.0% | -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