-22.5%
CDE vs IRE
-97.8%
+75.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.5% | +8.7% | -3.4% |
| 7D | -2.3% | +11.1% | -13.4% | -4.1% |
| 30D | -12.1% | -75.2% | +63.1% | -0.9% |
| 3M | -23.9% | -86.4% | +62.4% | -9.7% |
| 6M | -29.0% | -94.8% | +65.8% | -11.6% |
| YTD | -19.7% | -93.3% | +73.6% | -5.0% |
| 1Y | -8.4% | -97.5% | +89.1% | +4.1% |
| All | -22.5% | -97.8% | +75.3% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling