+626.9%
CEG vs IJR
+37.7%
+589.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | +1.3% | -1.1% | +2.4% | +2.2% |
| 30D | +8.8% | -3.6% | +12.5% | +12.0% |
| 3M | +17.0% | +2.3% | +14.7% | +14.9% |
| 6M | -8.7% | +14.3% | -23.1% | -17.3% |
| YTD | -16.4% | +19.3% | -35.7% | -26.7% |
| 1Y | -1.8% | +22.6% | -24.4% | -15.6% |
| 3Y | +175.8% | +53.5% | +122.2% | +99.4% |
| All | +626.9% | +37.7% | +589.2% | +424.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling