-50.3%
CCI vs IRM
+190.5%
-240.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.3% | +3.0% | -3.3% | -1.4% |
| 30D | +2.1% | -5.2% | +7.3% | +4.0% |
| 3M | -17.8% | -8.0% | -9.8% | -15.7% |
| 6M | -14.2% | +9.2% | -23.3% | -18.4% |
| YTD | -13.3% | +41.0% | -54.3% | -26.0% |
| 1Y | -16.6% | +23.3% | -39.9% | -25.2% |
| 3Y | -10.8% | +102.8% | -113.6% | -41.6% |
| 5Y | -50.3% | +192.8% | -243.1% | -73.9% |
| All | -50.3% | +190.5% | -240.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling