+94.9%
CNC vs IRM
+22.0%
+72.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | -1.0% | -7.4% | +6.4% | -0.4% |
| 3M | +4.5% | -7.4% | +11.9% | +5.2% |
| 6M | +85.2% | +8.7% | +76.6% | +83.5% |
| YTD | +61.4% | +40.9% | +20.5% | +55.4% |
| 1Y | +94.9% | +20.5% | +74.4% | +84.9% |
| All | +94.9% | +22.0% | +72.9% | +84.9% |
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