-41.7%
CCL vs IRM
+418.7%
-460.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.7% |
| 7D | -4.4% | +3.0% | -7.4% | -6.3% |
| 30D | -18.2% | -5.2% | -13.0% | -15.5% |
| 3M | -17.7% | -8.0% | -9.7% | -13.5% |
| 6M | -13.0% | +9.2% | -22.2% | -18.9% |
| YTD | -24.5% | +41.0% | -65.5% | -41.5% |
| 1Y | -26.9% | +23.3% | -50.2% | -38.5% |
| 3Y | +50.8% | +102.8% | -52.1% | -15.4% |
| 5Y | -0.9% | +192.8% | -193.7% | -57.4% |
| 10Y | -41.7% | +439.6% | -481.3% | -84.0% |
| All | -41.7% | +418.7% | -460.4% | -84.0% |
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