+112.0%
CF vs IRM
+168.2%
-56.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -3.2% | -8.6% | +5.4% | -2.1% |
| 30D | +4.3% | -8.0% | +12.3% | +5.3% |
| 3M | +2.8% | -12.0% | +14.8% | +4.5% |
| 6M | +0.6% | -18.2% | +18.8% | +3.4% |
| YTD | +56.6% | +31.4% | +25.3% | +41.4% |
| 1Y | +49.6% | +9.2% | +40.4% | +41.9% |
| 3Y | +61.5% | +94.6% | -33.1% | +20.6% |
| All | +112.0% | +168.2% | -56.2% | +28.0% |
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