+41.1%
CLS vs IRM
+34.4%
+6.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.4% |
| 7D | +4.6% | -0.5% | +5.0% | +5.0% |
| 30D | -13.9% | -8.1% | -5.8% | -7.9% |
| 3M | -26.6% | -9.7% | -16.9% | -20.8% |
| 6M | +15.4% | +10.0% | +5.4% | +9.3% |
| YTD | +5.7% | +43.0% | -37.3% | -17.1% |
| 1Y | +41.1% | +32.7% | +8.4% | +13.0% |
| All | +41.1% | +34.4% | +6.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling