-32.5%
CBRS vs IRM
-6.9%
-25.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +8.8% |
| 7D | +17.3% | -0.5% | +17.8% | +17.7% |
| 30D | -2.0% | -8.1% | +6.1% | +6.3% |
| 3M | -2.5% | -9.7% | +7.2% | +0.3% |
| All | -32.5% | -6.9% | -25.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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 · Available span rolling