+202.2%
CCL vs IRM
+9,964.6%
-9,762.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -5.0% | -0.5% | -4.6% | -4.9% |
| 30D | -20.3% | -8.1% | -12.3% | -17.6% |
| 3M | -15.1% | -9.7% | -5.5% | -11.7% |
| 6M | -15.1% | +10.0% | -25.1% | -18.8% |
| YTD | -21.8% | +43.0% | -64.8% | -33.4% |
| 1Y | -24.8% | +32.7% | -57.5% | -34.2% |
| 3Y | +51.9% | +102.7% | -50.9% | +10.1% |
| 5Y | +4.0% | +187.6% | -183.5% | -34.2% |
| 10Y | -42.2% | +420.1% | -462.3% | -70.8% |
| All | +202.2% | +9,964.6% | -9,762.4% | -20.5% |
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 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