+37.5%
CMS vs IRM
+113.6%
-76.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.3% | +8.6% | -9.9% | -2.4% |
| 30D | +5.3% | 0.0% | +5.3% | +5.1% |
| 3M | -0.3% | -7.1% | +6.8% | +0.5% |
| 6M | -4.0% | -7.9% | +3.8% | -3.2% |
| YTD | +2.1% | +41.3% | -39.2% | -4.5% |
| 1Y | -4.7% | +20.7% | -25.5% | -8.5% |
| All | +37.5% | +113.6% | -76.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling