+3.5%
CCL vs IRM
+192.5%
-189.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.9% |
| 7D | -0.1% | +1.6% | -1.8% | -1.3% |
| 30D | -20.0% | -4.2% | -15.8% | -18.0% |
| 3M | -13.7% | -5.4% | -8.3% | -11.1% |
| 6M | -9.0% | +12.0% | -21.0% | -16.5% |
| YTD | -22.8% | +42.0% | -64.9% | -40.2% |
| 1Y | -25.3% | +29.9% | -55.2% | -39.3% |
| 3Y | +54.1% | +104.4% | -50.3% | -19.3% |
| 5Y | +3.5% | +191.0% | -187.5% | -58.5% |
| All | +3.5% | +192.5% | -189.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling