-7.9%
CDE vs IJR
+15.0%
-22.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | 0.0% |
| 7D | -3.1% | -2.2% | -0.9% | +1.8% |
| 30D | +9.5% | -4.6% | +14.1% | +21.9% |
| 3M | +25.5% | +0.2% | +25.3% | +24.2% |
| 6M | -7.9% | +14.7% | -22.6% | -32.8% |
| All | -7.9% | +15.0% | -22.9% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling