+22.4%
CCI vs IRM
+440.8%
-418.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.6% |
| 7D | -0.3% | -1.4% | +1.2% | +0.3% |
| 30D | +2.2% | -7.4% | +9.6% | +5.1% |
| 3M | -16.9% | -7.4% | -9.5% | -14.9% |
| 6M | -11.5% | +8.7% | -20.2% | -15.5% |
| YTD | -12.8% | +40.9% | -53.8% | -25.1% |
| 1Y | -17.1% | +20.5% | -37.6% | -24.6% |
| 3Y | -9.6% | +101.7% | -111.3% | -36.5% |
| 5Y | -48.9% | +197.7% | -246.6% | -69.9% |
| All | +22.4% | +440.8% | -418.4% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling