+5.6%
CDE vs IRE
-97.6%
+103.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -23.2% | +32.0% | +11.6% |
| 7D | +1.1% | -46.8% | +47.9% | +8.0% |
| 30D | -14.5% | -75.5% | +61.0% | -0.4% |
| 3M | -10.1% | -79.4% | +69.4% | +5.0% |
| 6M | -16.9% | -91.3% | +74.4% | +0.4% |
| YTD | -18.1% | -90.8% | +72.7% | -5.7% |
| 1Y | +5.6% | -97.7% | +103.3% | +32.2% |
| All | +5.6% | -97.6% | +103.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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