+1,312.5%
CLS vs IRM
+101.2%
+1,211.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +6.2% |
| 7D | +12.8% | +1.6% | +11.1% | +11.5% |
| 30D | +3.8% | -4.2% | +8.0% | +7.7% |
| 3M | -14.6% | -5.4% | -9.3% | -11.0% |
| 6M | +32.2% | +12.0% | +20.2% | +22.3% |
| YTD | +11.6% | +42.0% | -30.4% | -15.5% |
| 1Y | +35.1% | +29.9% | +5.2% | +9.2% |
| 3Y | +1,312.5% | +104.4% | +1,208.2% | +659.1% |
| All | +1,312.5% | +101.2% | +1,211.3% | +659.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling