+838.1%
CLS vs IJR
+61.8%
+776.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.2% | +14.1% | +13.1% |
| 30D | -25.7% | +3.8% | -29.5% | -29.3% |
| 3M | -30.9% | -5.7% | -25.1% | -24.7% |
| 6M | -35.5% | +4.6% | -40.1% | -38.3% |
| YTD | -18.7% | +18.0% | -36.7% | -33.3% |
| 1Y | -17.9% | +21.8% | -39.7% | -35.0% |
| 3Y | +838.1% | +61.1% | +777.0% | +480.5% |
| All | +838.1% | +61.8% | +776.3% | +480.5% |
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 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