-29.6%
CLS vs IJR
+24.2%
-53.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.4% | -11.3% |
| 7D | -21.1% | +2.3% | -23.4% | -24.6% |
| 30D | -38.2% | +2.8% | -41.0% | -41.4% |
| 3M | -36.3% | -4.6% | -31.7% | -30.3% |
| 6M | -43.8% | +5.7% | -49.5% | -48.3% |
| YTD | -20.0% | +19.9% | -39.9% | -43.1% |
| 1Y | -29.6% | +24.2% | -53.8% | -52.9% |
| All | -29.6% | +24.2% | -53.8% | -52.9% |
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