+14.2%
CCL vs IRM
+20.8%
-6.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.2% | +6.8% | -8.0% | -4.4% |
| 30D | +13.1% | +2.6% | +10.5% | +11.5% |
| 3M | +3.4% | -9.5% | +12.8% | +7.9% |
| 6M | +18.7% | -8.5% | +27.2% | +22.8% |
| YTD | -2.3% | +40.3% | -42.5% | -20.1% |
| 1Y | +14.2% | +28.7% | -14.5% | -2.6% |
| All | +14.2% | +20.8% | -6.6% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling