-1.8%
CMS vs IRE
-97.6%
+95.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.1% | +1.4% |
| 7D | +1.7% | -31.8% | +33.6% | +1.1% |
| 30D | +6.2% | -71.8% | +77.9% | +4.6% |
| 3M | +0.6% | -88.9% | +89.5% | -1.8% |
| 6M | -1.8% | -95.4% | +93.6% | -3.8% |
| YTD | +3.8% | -94.2% | +98.1% | +2.3% |
| 1Y | -1.8% | -97.1% | +95.3% | -3.0% |
| All | -1.8% | -97.6% | +95.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling