+189.0%
CDE vs IYR
+6.0%
+182.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -3.1% | -1.4% | -1.7% | -1.6% |
| 30D | +9.5% | -2.7% | +12.1% | +12.9% |
| 3M | +25.5% | -2.1% | +27.6% | +27.9% |
| 6M | -7.9% | +3.6% | -11.5% | -12.1% |
| YTD | +15.6% | +8.1% | +7.4% | +5.1% |
| 1Y | +34.0% | +4.7% | +29.3% | +26.3% |
| 3Y | +791.9% | +29.1% | +762.8% | +565.5% |
| All | +189.0% | +6.0% | +182.9% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling