+791.9%
CDE vs IYR
+29.0%
+763.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -1.5% |
| 30D | +9.5% | -2.7% | +12.1% | +13.2% |
| 3M | +25.5% | -2.1% | +27.6% | +28.0% |
| 6M | -7.9% | +3.6% | -11.5% | -12.7% |
| YTD | +15.6% | +8.1% | +7.4% | +3.7% |
| 1Y | +34.0% | +4.7% | +29.3% | +25.1% |
| 3Y | +791.9% | +29.1% | +762.8% | +530.1% |
| All | +791.9% | +29.0% | +763.0% | +530.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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