+7,442.0%
CP vs IRM
+9,145.3%
-1,703.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | +2.8% | -8.6% | +11.4% | +5.1% |
| 30D | +10.2% | -8.0% | +18.2% | +12.3% |
| 3M | +2.4% | -12.0% | +14.3% | +5.4% |
| 6M | +7.7% | -18.2% | +25.8% | +12.7% |
| YTD | +26.0% | +31.4% | -5.4% | +15.2% |
| 1Y | +34.6% | +9.2% | +25.5% | +29.2% |
| 3Y | +26.7% | +94.6% | -67.9% | +1.4% |
| 5Y | +24.9% | +170.2% | -145.3% | -9.7% |
| 10Y | +258.6% | +464.3% | -205.7% | +105.2% |
| All | +7,442.0% | +9,145.3% | -1,703.4% | +2,903.7% |
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