+527.4%
CL vs IJR
+1,121.6%
-594.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +11.8% | +2.6% | +9.1% | +10.8% |
| 3M | +5.9% | -4.3% | +10.2% | +7.3% |
| 6M | +13.3% | +2.7% | +10.6% | +12.1% |
| YTD | +27.1% | +18.5% | +8.7% | +19.9% |
| 1Y | +28.0% | +20.1% | +7.9% | +20.2% |
| 3Y | +39.4% | +61.7% | -22.3% | +16.2% |
| 5Y | +40.8% | +28.5% | +12.2% | +25.1% |
| 10Y | +84.9% | +161.6% | -76.7% | +21.4% |
| All | +527.4% | +1,121.6% | -594.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling