+604.3%
CEG vs IJR
+37.2%
+567.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.8% |
| 7D | -4.8% | -2.2% | -2.6% | -3.2% |
| 30D | +2.3% | -4.6% | +6.9% | +6.1% |
| 3M | +15.6% | +0.2% | +15.4% | +15.3% |
| 6M | -5.0% | +14.7% | -19.7% | -14.2% |
| YTD | -19.0% | +18.9% | -37.9% | -28.8% |
| 1Y | -10.0% | +19.9% | -29.9% | -21.3% |
| 3Y | +163.9% | +53.0% | +110.9% | +91.3% |
| All | +604.3% | +37.2% | +567.1% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling