+15.1%
CDE vs IRE
-84.4%
+99.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.0% | -15.9% | -3.5% |
| 7D | +0.5% | +54.8% | -54.3% | -4.6% |
| 30D | +21.9% | +18.4% | +3.5% | +18.2% |
| 3M | +14.9% | -66.7% | +81.7% | +23.0% |
| 6M | -10.5% | -52.3% | +41.8% | -12.4% |
| YTD | +19.3% | -52.3% | +71.6% | +18.3% |
| All | +15.1% | -84.4% | +99.5% | +10.6% |
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