+282.2%
CCL vs IRM
+9,145.3%
-8,863.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +3.1% | -8.6% | +11.7% | +7.0% |
| 30D | +13.7% | -8.0% | +21.7% | +17.6% |
| 3M | +3.8% | -12.0% | +15.8% | +9.2% |
| 6M | +9.3% | -18.2% | +27.4% | +18.4% |
| YTD | -1.1% | +31.4% | -32.4% | -12.8% |
| 1Y | +14.6% | +9.2% | +5.4% | +9.0% |
| 3Y | +146.4% | +94.6% | +51.8% | +81.4% |
| 5Y | +21.9% | +170.2% | -148.3% | -20.8% |
| 10Y | -29.4% | +464.3% | -493.7% | -65.0% |
| All | +282.2% | +9,145.3% | -8,863.1% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling