+32.7%
IRM vs CLBK
+73.3%
-40.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | -8.1% | +9.1% | -17.2% | -9.6% |
| 3M | -9.7% | +27.7% | -37.4% | -14.0% |
| 6M | +10.0% | +40.8% | -30.8% | +2.8% |
| YTD | +43.0% | +66.4% | -23.4% | +31.7% |
| 1Y | +32.7% | +72.4% | -39.7% | +22.7% |
| All | +32.7% | +73.3% | -40.6% | +22.7% |
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