+4,872.3%
CNC vs IRM
+2,303.5%
+2,568.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +2.2% | +6.8% | -4.6% | +0.2% |
| 30D | +1.6% | +2.6% | -1.0% | +0.6% |
| 3M | +7.9% | -9.5% | +17.4% | +10.4% |
| 6M | +21.2% | -8.5% | +29.7% | +23.3% |
| YTD | +73.2% | +40.3% | +32.9% | +54.1% |
| 1Y | +97.5% | +28.7% | +68.8% | +80.2% |
| 3Y | -1.2% | +111.8% | -113.0% | -24.9% |
| 5Y | -6.1% | +189.1% | -195.2% | -36.5% |
| 10Y | +181.3% | +519.8% | -338.5% | +42.3% |
| All | +4,872.3% | +2,303.5% | +2,568.8% | +1,441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling