-1.5%
CNC vs IRM
+98.2%
-99.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.3% |
| 7D | -3.9% | -1.8% | -2.0% | -3.7% |
| 30D | +0.8% | -7.8% | +8.6% | +1.6% |
| 3M | +0.1% | -7.9% | +7.9% | +0.9% |
| 6M | +79.7% | +6.3% | +73.3% | +77.8% |
| YTD | +58.9% | +38.2% | +20.8% | +52.0% |
| 1Y | +109.1% | +19.8% | +89.3% | +102.5% |
| All | -1.5% | +98.2% | -99.7% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling