+25.0%
CCL vs IRM
+174.2%
-149.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | +3.1% | -8.6% | +11.7% | +8.9% |
| 30D | +13.7% | -8.0% | +21.7% | +19.4% |
| 3M | +3.8% | -12.0% | +15.8% | +11.8% |
| 6M | +9.3% | -18.2% | +27.4% | +22.9% |
| YTD | -1.1% | +31.4% | -32.4% | -19.9% |
| 1Y | +14.6% | +9.2% | +5.4% | +4.7% |
| 3Y | +146.4% | +94.6% | +51.8% | +30.7% |
| All | +25.0% | +174.2% | -149.2% | -50.0% |
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 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