+56.1%
CDE vs IRM
+440.8%
-384.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | 0.0% |
| 7D | -3.1% | -1.4% | -1.7% | -2.3% |
| 30D | +9.5% | -7.4% | +16.8% | +13.9% |
| 3M | +25.5% | -7.4% | +32.8% | +30.6% |
| 6M | -7.9% | +8.7% | -16.6% | -12.1% |
| YTD | +15.6% | +40.9% | -25.4% | -4.7% |
| 1Y | +34.0% | +20.5% | +13.5% | +20.1% |
| 3Y | +791.9% | +101.7% | +690.2% | +490.7% |
| 5Y | +197.7% | +197.7% | +0.1% | +62.3% |
| All | +56.1% | +440.8% | -384.7% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling