+5.6%
CDE vs IRM
+19.5%
-13.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.5% |
| 7D | +1.1% | +2.6% | -1.5% | -0.6% |
| 30D | -14.5% | +5.6% | -20.1% | -17.4% |
| 3M | -10.1% | -4.7% | -5.3% | -7.1% |
| 6M | -16.9% | -6.1% | -10.8% | -13.3% |
| YTD | -18.1% | +46.3% | -64.5% | -35.5% |
| 1Y | +5.6% | +18.7% | -13.1% | -8.0% |
| All | +5.6% | +19.5% | -13.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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