-2.2%
CMS vs IRE
-98.0%
+95.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -33.9% | +33.5% | -1.0% |
| 7D | +1.7% | -57.1% | +58.8% | +0.5% |
| 30D | +8.6% | -84.4% | +93.1% | +6.2% |
| 3M | -0.5% | -85.0% | +84.5% | -2.5% |
| 6M | -4.2% | -95.2% | +91.1% | -6.3% |
| YTD | +3.4% | -93.9% | +97.4% | +2.0% |
| 1Y | +0.4% | -98.8% | +99.3% | -2.1% |
| All | -2.2% | -98.0% | +95.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling