+33.0%
CP vs IRM
+10.0%
+23.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.8% | -5.1% | +7.9% | +3.4% |
| 30D | +11.0% | -3.3% | +14.3% | +11.3% |
| 3M | +3.8% | -8.2% | +12.0% | +4.8% |
| 6M | +9.5% | -12.8% | +22.2% | +11.3% |
| YTD | +28.2% | +36.6% | -8.4% | +20.5% |
| 1Y | +33.0% | +11.9% | +21.1% | +31.0% |
| All | +33.0% | +10.0% | +23.0% | +31.0% |
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