-31.9%
CEG vs IJR
+24.2%
-56.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.8% |
| 7D | -4.8% | +2.3% | -7.1% | -6.7% |
| 30D | -8.2% | +2.8% | -11.0% | -10.4% |
| 3M | -7.9% | -4.6% | -3.3% | -4.1% |
| 6M | -23.2% | +5.7% | -28.9% | -26.9% |
| YTD | -30.1% | +19.9% | -50.0% | -39.2% |
| 1Y | -31.9% | +24.2% | -56.1% | -41.3% |
| All | -31.9% | +24.2% | -56.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling