+3,154.0%
CLS vs IJR
+172.1%
+2,981.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.0% |
| 7D | +10.9% | -2.2% | +13.1% | +13.6% |
| 30D | +2.1% | -4.6% | +6.7% | +7.6% |
| 3M | -10.2% | +0.2% | -10.4% | -10.0% |
| 6M | +30.4% | +14.7% | +15.7% | +14.2% |
| YTD | +17.2% | +18.9% | -1.6% | -1.6% |
| 1Y | +41.0% | +19.9% | +21.1% | +17.9% |
| 3Y | +1,338.0% | +53.0% | +1,284.9% | +852.5% |
| 5Y | +3,860.6% | +40.9% | +3,819.7% | +2,774.8% |
| All | +3,154.0% | +172.1% | +2,981.9% | +1,341.5% |
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 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