+437.8%
IRM vs CLBK
+66.9%
+370.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | -4.2% | +7.8% | -12.0% | -6.3% |
| 3M | -5.4% | +23.9% | -29.2% | -11.4% |
| 6M | +12.0% | +42.3% | -30.3% | +0.5% |
| YTD | +42.0% | +65.4% | -23.3% | +21.4% |
| 1Y | +29.9% | +70.3% | -40.5% | +9.6% |
| 3Y | +104.4% | +54.5% | +49.9% | +72.0% |
| 5Y | +191.0% | +43.1% | +147.9% | +136.5% |
| All | +437.8% | +66.9% | +370.9% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling