+29.6%
CL vs IJR
+54.5%
-24.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | -5.2% | -3.1% | -2.1% | -5.0% |
| 3M | +3.3% | +4.4% | -1.1% | +3.0% |
| 6M | -4.4% | +16.1% | -20.5% | -5.3% |
| YTD | +13.9% | +20.6% | -6.7% | +12.5% |
| 1Y | +7.6% | +22.9% | -15.2% | +6.1% |
| 3Y | +29.6% | +55.2% | -25.6% | +23.2% |
| All | +29.6% | +54.5% | -24.9% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling