-2.7%
CMS vs IRE
-97.7%
+95.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.8% | +16.1% | +0.1% |
| 7D | +0.5% | -41.9% | +42.4% | -0.1% |
| 30D | +7.4% | -75.1% | +82.5% | +5.8% |
| 3M | +1.9% | -82.4% | +84.3% | +0.2% |
| 6M | -2.3% | -95.5% | +93.2% | -4.2% |
| YTD | +3.0% | -93.1% | +96.0% | +1.9% |
| 1Y | -2.8% | -97.8% | +95.0% | -4.4% |
| All | -2.7% | -97.7% | +95.1% | -4.0% |
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