+431.1%
IRM vs CLBK
+60.9%
+370.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.8% | +0.9% | +5.9% | +6.5% |
| 30D | +2.6% | +3.4% | -0.8% | +1.6% |
| 3M | -9.5% | -4.3% | -5.2% | -8.4% |
| 6M | -8.5% | +28.4% | -36.8% | -15.4% |
| YTD | +40.3% | +59.4% | -19.1% | +21.1% |
| 1Y | +28.7% | +64.8% | -36.1% | +9.8% |
| 3Y | +111.8% | +50.6% | +61.2% | +79.5% |
| 5Y | +189.1% | +28.3% | +160.8% | +146.3% |
| All | +431.1% | +60.9% | +370.3% | +295.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling