-0.8%
CRM vs IRM
+197.3%
-198.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +28.1% | -7.4% | +35.5% | +31.0% |
| 3M | +48.8% | -7.4% | +56.2% | +51.5% |
| 6M | +28.3% | +8.7% | +19.6% | +22.2% |
| YTD | -6.0% | +40.9% | -47.0% | -19.7% |
| 1Y | +1.4% | +20.5% | -19.1% | -8.3% |
| 3Y | +11.8% | +101.7% | -89.9% | -26.6% |
| All | -0.8% | +197.3% | -198.2% | -49.3% |
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 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