+4,405.6%
CNC vs IRM
+2,333.8%
+2,071.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -1.0% | +1.6% | -2.6% | -1.5% |
| 30D | -1.8% | -4.2% | +2.4% | -0.7% |
| 3M | -0.7% | -5.4% | +4.7% | +0.6% |
| 6M | +47.9% | +12.0% | +35.9% | +41.9% |
| YTD | +56.9% | +42.0% | +14.9% | +39.7% |
| 1Y | +123.9% | +29.9% | +94.1% | +104.0% |
| 3Y | -1.3% | +104.4% | -105.6% | -24.0% |
| 5Y | +2.8% | +191.0% | -188.3% | -30.4% |
| 10Y | +90.9% | +417.1% | -326.2% | +2.6% |
| All | +4,405.6% | +2,333.8% | +2,071.8% | +1,297.3% |
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