+18.7%
IRM vs CLBK
+65.7%
-47.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +2.6% | +4.6% | -2.0% | +1.7% |
| 30D | +5.6% | -1.5% | +7.1% | +6.0% |
| 3M | -4.7% | +4.4% | -9.1% | -5.5% |
| 6M | -6.1% | +31.7% | -37.8% | -11.6% |
| YTD | +46.3% | +58.7% | -12.4% | +35.5% |
| 1Y | +18.7% | +64.9% | -46.1% | +6.1% |
| All | +18.7% | +65.7% | -47.0% | +6.1% |
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 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