+47.0%
CDE vs IAG
+378.9%
-331.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.1% |
| 7D | -2.0% | +1.7% | -3.6% | -3.2% |
| 30D | +15.7% | +11.4% | +4.3% | +6.9% |
| 3M | +30.5% | +33.0% | -2.5% | +6.6% |
| 6M | -7.4% | -6.0% | -1.4% | -1.7% |
| YTD | +17.9% | +24.6% | -6.6% | +1.9% |
| 1Y | +46.7% | +105.0% | -58.3% | -10.7% |
| 3Y | +851.3% | +837.9% | +13.4% | +86.8% |
| 5Y | +202.9% | +817.0% | -614.0% | -46.5% |
| 10Y | +58.2% | +425.3% | -367.1% | -63.5% |
| All | +47.0% | +378.9% | -331.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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