+60.4%
CF vs IRM
+88.2%
-27.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.1% | +17.3% | +6.4% |
| 7D | +0.4% | -10.9% | +11.3% | +0.6% |
| 30D | +2.2% | -9.4% | +11.6% | +2.3% |
| 3M | +2.1% | -16.4% | +18.5% | +2.8% |
| 6M | -6.5% | -18.7% | +12.2% | -5.7% |
| YTD | +55.6% | +30.1% | +25.5% | +45.5% |
| 1Y | +42.3% | +8.5% | +33.8% | +37.3% |
| All | +60.4% | +88.2% | -27.9% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling