+3,231.7%
CLS vs IRM
+3,659.8%
-428.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | +4.6% | -0.5% | +5.0% | +4.9% |
| 30D | -13.9% | -8.1% | -5.8% | -9.8% |
| 3M | -26.6% | -9.7% | -16.9% | -22.6% |
| 6M | +15.4% | +10.0% | +5.4% | +11.2% |
| YTD | +5.7% | +43.0% | -37.3% | -11.0% |
| 1Y | +41.1% | +32.7% | +8.4% | +23.5% |
| 3Y | +1,228.6% | +102.7% | +1,125.9% | +864.4% |
| 5Y | +3,240.6% | +187.6% | +3,053.1% | +1,937.2% |
| 10Y | +2,760.3% | +420.1% | +2,340.2% | +1,169.3% |
| All | +3,231.7% | +3,659.8% | -428.0% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling