+70.4%
IYR vs CLBK
+65.5%
+4.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -2.7% | -1.0% | -1.6% | -2.4% |
| 3M | -2.1% | +22.9% | -25.0% | -8.5% |
| 6M | +3.6% | +44.2% | -40.6% | -8.0% |
| YTD | +8.1% | +64.0% | -55.8% | -8.1% |
| 1Y | +4.7% | +65.7% | -61.0% | -11.7% |
| 3Y | +29.1% | +54.1% | -24.9% | +8.2% |
| 5Y | +6.9% | +44.7% | -37.8% | -14.4% |
| All | +70.4% | +65.5% | +4.9% | +25.8% |
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