-98.0%
IRE vs CLBK
+73.2%
-171.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.5% | -13.8% | -14.1% |
| 7D | -31.8% | +0.9% | -32.7% | -32.1% |
| 30D | -71.8% | +3.4% | -75.2% | -72.3% |
| 3M | -88.9% | -4.3% | -84.6% | -88.5% |
| 6M | -95.4% | +28.4% | -123.7% | -95.6% |
| YTD | -94.2% | +59.4% | -153.6% | -95.4% |
| 1Y | -97.1% | +64.8% | -161.9% | -98.1% |
| All | -98.0% | +73.2% | -171.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling