+110.5%
CNC vs IRM
+19.5%
+91.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +11.0% | +12.5% |
| 7D | +13.4% | +2.6% | +10.8% | +13.1% |
| 30D | +18.2% | +5.6% | +12.6% | +17.6% |
| 3M | +18.6% | -4.7% | +23.4% | +19.3% |
| 6M | +41.9% | -6.1% | +48.0% | +42.8% |
| YTD | +84.7% | +46.3% | +38.4% | +68.9% |
| 1Y | +110.5% | +18.7% | +91.8% | +111.0% |
| All | +110.5% | +19.5% | +91.0% | +111.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling