+189.0%
CDE vs IJR
+39.9%
+149.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +0.5% |
| 7D | -3.1% | -2.2% | -0.9% | -0.4% |
| 30D | +9.5% | -4.6% | +14.1% | +16.3% |
| 3M | +25.5% | +0.2% | +25.3% | +25.8% |
| 6M | -7.9% | +14.7% | -22.6% | -20.9% |
| YTD | +15.6% | +18.9% | -3.3% | -4.2% |
| 1Y | +34.0% | +19.9% | +14.1% | +10.1% |
| 3Y | +791.9% | +53.0% | +738.9% | +448.2% |
| All | +189.0% | +39.9% | +149.0% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling