+18.8%
CME vs IRE
-98.0%
+116.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -33.9% | +33.6% | -0.9% |
| 7D | +3.7% | -57.1% | +60.8% | +2.4% |
| 30D | +13.7% | -84.4% | +98.1% | +11.1% |
| 3M | +16.6% | -85.0% | +101.5% | +14.1% |
| 6M | +8.2% | -95.2% | +103.4% | +5.6% |
| YTD | +16.3% | -93.9% | +110.3% | +13.4% |
| 1Y | +19.1% | -98.8% | +117.9% | +14.3% |
| All | +18.8% | -98.0% | +116.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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