+1,914.6%
CLS vs IRM
+520.0%
+1,394.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +16.3% | +6.8% | +9.5% | +12.1% |
| 30D | -25.7% | +2.6% | -28.3% | -26.3% |
| 3M | -30.9% | -9.5% | -21.4% | -25.9% |
| 6M | -35.5% | -8.5% | -27.0% | -31.2% |
| YTD | -18.7% | +40.3% | -59.0% | -32.1% |
| 1Y | -17.9% | +28.7% | -46.6% | -27.7% |
| 3Y | +838.1% | +111.8% | +726.3% | +544.2% |
| 5Y | +1,971.9% | +189.1% | +1,782.8% | +1,104.0% |
| All | +1,914.6% | +520.0% | +1,394.6% | +730.3% |
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