+895.8%
CCI vs IRM
+3,692.5%
-2,796.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +2.7% | -8.1% | +10.8% | +6.0% |
| 3M | -18.2% | -9.7% | -8.5% | -15.4% |
| 6M | -14.8% | +10.0% | -24.8% | -19.1% |
| YTD | -12.6% | +43.0% | -55.6% | -25.7% |
| 1Y | -16.7% | +32.7% | -49.4% | -27.5% |
| 3Y | -10.5% | +102.7% | -113.2% | -36.9% |
| 5Y | -51.4% | +187.6% | -239.0% | -70.8% |
| 10Y | +20.0% | +420.1% | -400.1% | -46.9% |
| All | +895.8% | +3,692.5% | -2,796.6% | +36.5% |
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 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