-16.2%
CCI vs IRM
+23.4%
-39.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.3% | +3.0% | -3.3% | -1.0% |
| 30D | +2.1% | -5.2% | +7.3% | +3.3% |
| 3M | -17.8% | -8.0% | -9.8% | -16.4% |
| 6M | -14.2% | +9.2% | -23.3% | -18.4% |
| YTD | -13.3% | +41.0% | -54.3% | -23.5% |
| All | -16.2% | +23.4% | -39.6% | -22.8% |
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 · 6 months rolling