+2,104.6%
CLS vs IRM
+3,353.7%
-1,249.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -22.2% | -8.6% | -13.6% | -18.4% |
| 30D | -44.4% | -8.0% | -36.4% | -41.7% |
| 3M | -34.3% | -12.0% | -22.3% | -29.4% |
| 6M | -50.1% | -18.2% | -31.9% | -44.3% |
| YTD | -30.1% | +31.4% | -61.4% | -38.2% |
| 1Y | -39.3% | +9.2% | -48.5% | -41.1% |
| 3Y | +732.7% | +94.6% | +638.1% | +521.9% |
| 5Y | +1,777.2% | +170.2% | +1,607.0% | +1,089.9% |
| 10Y | +1,645.6% | +464.3% | +1,181.3% | +657.9% |
| All | +2,104.6% | +3,353.7% | -1,249.1% | +309.7% |
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