+1,110.1%
CCI vs IRM
+3,620.2%
-2,510.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.5% | +6.8% | -4.3% | -0.3% |
| 30D | +14.4% | +2.6% | +11.8% | +12.7% |
| 3M | +21.7% | -9.5% | +31.1% | +25.8% |
| 6M | +4.0% | -8.5% | +12.5% | +6.4% |
| YTD | +6.2% | +40.3% | -34.1% | -9.5% |
| 1Y | +5.4% | +28.7% | -23.3% | -7.1% |
| 3Y | +11.7% | +111.8% | -100.1% | -23.0% |
| 5Y | -35.6% | +189.1% | -224.7% | -61.5% |
| 10Y | +68.7% | +519.8% | -451.1% | -30.9% |
| All | +1,110.1% | +3,620.2% | -2,510.1% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling