+503.2%
CMI vs IRM
+440.8%
+62.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -12.4% | -7.4% | -5.0% | -9.9% |
| 3M | -14.8% | -7.4% | -7.4% | -12.5% |
| 6M | +0.8% | +8.7% | -7.9% | -2.6% |
| YTD | +10.2% | +40.9% | -30.8% | -3.3% |
| 1Y | +37.4% | +20.5% | +16.9% | +27.1% |
| 3Y | +153.3% | +101.7% | +51.6% | +91.5% |
| 5Y | +167.6% | +197.7% | -30.1% | +74.2% |
| All | +503.2% | +440.8% | +62.4% | +198.3% |
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