-5.1%
CNC vs IRM
+187.5%
-192.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +2.2% | +6.8% | -4.6% | +1.0% |
| 30D | +1.6% | +2.6% | -1.0% | +1.0% |
| 3M | +7.9% | -9.5% | +17.4% | +9.6% |
| 6M | +21.2% | -8.5% | +29.7% | +22.7% |
| YTD | +73.2% | +40.3% | +32.9% | +59.9% |
| 1Y | +97.5% | +28.7% | +68.8% | +85.5% |
| 3Y | -1.2% | +111.8% | -113.0% | -21.3% |
| All | -5.1% | +187.5% | -192.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling