-29.4%
CCL vs IRM
+481.3%
-510.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +5.8% | -5.1% | +10.9% | +9.3% |
| 30D | +17.3% | -3.3% | +20.5% | +19.5% |
| 3M | +11.3% | -8.2% | +19.5% | +17.0% |
| 6M | +18.5% | -12.8% | +31.2% | +28.4% |
| YTD | +2.8% | +36.6% | -33.8% | -19.2% |
| 1Y | +16.7% | +11.9% | +4.8% | +4.9% |
| 3Y | +146.0% | +105.1% | +40.9% | +34.7% |
| 5Y | +33.6% | +182.4% | -148.7% | -42.2% |
| 10Y | -29.4% | +505.1% | -534.6% | -81.7% |
| All | -29.4% | +481.3% | -510.8% | -81.7% |
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