+6.1%
IYR vs CLBK
+41.8%
-35.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -2.8% | -1.4% | -1.5% | -2.6% |
| 30D | -2.5% | +4.5% | -7.1% | -3.5% |
| 3M | -3.0% | +22.8% | -25.7% | -7.1% |
| 6M | +1.6% | +43.4% | -41.8% | -5.9% |
| YTD | +7.3% | +64.1% | -56.8% | -3.6% |
| 1Y | +5.6% | +67.6% | -61.9% | -5.8% |
| 3Y | +28.1% | +53.3% | -25.1% | +14.4% |
| 5Y | +6.1% | +44.8% | -38.7% | -6.4% |
| All | +6.1% | +41.8% | -35.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling