+1,761.1%
CLS vs IRM
+481.3%
+1,279.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -13.9% | -5.1% | -8.8% | -10.9% |
| 30D | -38.2% | -3.3% | -34.9% | -36.5% |
| 3M | -28.8% | -8.2% | -20.7% | -24.3% |
| 6M | -40.4% | -12.8% | -27.6% | -34.7% |
| YTD | -24.3% | +36.6% | -60.9% | -35.8% |
| 1Y | -35.0% | +11.9% | -46.9% | -38.1% |
| 3Y | +778.7% | +105.1% | +673.6% | +514.0% |
| 5Y | +1,884.8% | +182.4% | +1,702.5% | +1,069.0% |
| 10Y | +1,761.1% | +505.1% | +1,255.9% | +677.5% |
| All | +1,761.1% | +481.3% | +1,279.8% | +677.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling