+2,277.8%
CLS vs IRM
+3,494.1%
-1,216.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.8% | +5.8% |
| 7D | -10.6% | -3.8% | -6.8% | -8.6% |
| 30D | -38.4% | -3.2% | -35.3% | -37.1% |
| 3M | -29.9% | -7.8% | -22.1% | -26.2% |
| 6M | -40.6% | -12.7% | -27.9% | -35.8% |
| YTD | -24.6% | +36.7% | -61.3% | -34.6% |
| 1Y | -30.8% | +10.0% | -40.8% | -33.0% |
| 3Y | +811.7% | +107.2% | +704.5% | +561.2% |
| 5Y | +1,838.4% | +181.6% | +1,656.9% | +1,105.0% |
| 10Y | +1,751.5% | +481.1% | +1,270.3% | +692.7% |
| All | +2,277.8% | +3,494.1% | -1,216.3% | +333.7% |
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