+95.2%
CNC vs IRM
+440.8%
-345.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.0% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -1.0% | -7.4% | +6.4% | +0.9% |
| 3M | +4.5% | -7.4% | +11.9% | +6.3% |
| 6M | +85.2% | +8.7% | +76.6% | +79.8% |
| YTD | +61.4% | +40.9% | +20.5% | +45.3% |
| 1Y | +94.9% | +20.5% | +74.4% | +82.3% |
| 3Y | 0.0% | +101.7% | -101.7% | -22.4% |
| 5Y | +11.2% | +197.7% | -186.5% | -25.4% |
| All | +95.2% | +440.8% | -345.6% | +0.1% |
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