-94.6%
IRE vs CLBK
+27.2%
-121.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.0% | +38.6% | +38.5% |
| 7D | -27.2% | +0.6% | -27.8% | -27.3% |
| 30D | -75.1% | +2.9% | -78.0% | -76.0% |
| 3M | -77.9% | +3.0% | -80.8% | -78.2% |
| 6M | -94.6% | +27.3% | -121.9% | -95.1% |
| All | -94.6% | +27.2% | -121.8% | -95.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling