+13.8%
CDE vs IRE
-84.0%
+97.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.5% | +2.4% |
| 7D | -2.0% | +29.0% | -31.0% | -5.0% |
| 30D | +15.7% | +24.2% | -8.5% | +11.6% |
| 3M | +30.5% | -53.2% | +83.7% | +34.7% |
| 6M | -7.4% | -36.0% | +28.7% | -11.8% |
| YTD | +17.9% | -51.0% | +68.9% | +16.5% |
| All | +13.8% | -84.0% | +97.8% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling