-91.1%
CDE vs IRM
+9,897.4%
-9,988.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.5% |
| 7D | +2.3% | +1.6% | +0.6% | +1.6% |
| 30D | +18.8% | -4.2% | +23.0% | +20.4% |
| 3M | +23.5% | -5.4% | +28.9% | +25.8% |
| 6M | -8.6% | +12.0% | -20.7% | -12.1% |
| YTD | +16.0% | +42.0% | -26.0% | +2.7% |
| 1Y | +42.1% | +29.9% | +12.2% | +29.5% |
| 3Y | +835.9% | +104.4% | +731.5% | +631.6% |
| 5Y | +197.6% | +191.0% | +6.6% | +107.8% |
| 10Y | +39.6% | +417.1% | -377.5% | -20.5% |
| All | -91.1% | +9,897.4% | -9,988.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling