-4.3%
CMS vs IRE
-97.2%
+92.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +39.6% | -41.7% | -1.4% |
| 7D | -1.3% | -27.2% | +25.9% | -1.4% |
| 30D | +6.3% | -75.1% | +81.4% | +4.8% |
| 3M | -2.1% | -77.9% | +75.8% | -3.3% |
| 6M | -5.1% | -94.6% | +89.5% | -6.6% |
| YTD | +1.3% | -91.5% | +92.8% | +0.5% |
| 1Y | -1.4% | -97.8% | +96.4% | -2.9% |
| All | -4.3% | -97.2% | +92.9% | -5.3% |
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