+781.5%
CDE vs IRM
+98.2%
+683.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.8% |
| 7D | -6.1% | -1.8% | -4.2% | -4.9% |
| 30D | +9.5% | -7.8% | +17.2% | +15.0% |
| 3M | +32.0% | -7.9% | +39.8% | +38.8% |
| 6M | -12.8% | +6.3% | -19.1% | -16.6% |
| YTD | +14.2% | +38.2% | -23.9% | -8.7% |
| 1Y | +36.3% | +19.8% | +16.5% | +19.2% |
| All | +781.5% | +98.2% | +683.4% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling