+41.4%
CL vs IRM
+183.4%
-142.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -0.8% | -5.3% | +4.5% | -0.3% |
| 30D | +9.5% | -2.3% | +11.9% | +9.6% |
| 3M | +6.8% | -7.4% | +14.2% | +7.4% |
| 6M | +14.3% | -12.2% | +26.5% | +15.5% |
| YTD | +27.0% | +38.6% | -11.7% | +20.0% |
| 1Y | +26.3% | +14.9% | +11.4% | +22.6% |
| 3Y | +39.3% | +108.2% | -68.9% | +18.8% |
| All | +41.4% | +183.4% | -142.0% | +14.4% |
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 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