+50.8%
CDE vs IJR
+25.5%
+25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.9% |
| 30D | +21.9% | -2.4% | +24.3% | +27.8% |
| 3M | +14.9% | +3.9% | +11.0% | +8.2% |
| 6M | -10.5% | +12.4% | -22.9% | -26.0% |
| YTD | +19.3% | +21.5% | -2.2% | -10.0% |
| 1Y | +50.8% | +24.0% | +26.8% | +11.4% |
| All | +50.8% | +25.5% | +25.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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