+33.5%
CMI vs IRE
-85.3%
+118.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +7.0% | -0.3% |
| 7D | +0.8% | +7.9% | -7.1% | +0.2% |
| 30D | -12.8% | +9.3% | -22.0% | -14.0% |
| 3M | -12.4% | -52.3% | +39.9% | -11.3% |
| 6M | -0.9% | -38.5% | +37.6% | -4.1% |
| YTD | +8.9% | -54.8% | +63.7% | +5.8% |
| All | +33.5% | -85.3% | +118.8% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling