+1,284.2%
CLS vs IJR
+52.6%
+1,231.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.6% |
| 7D | +20.1% | -1.1% | +21.2% | +21.9% |
| 30D | +6.0% | -3.6% | +9.7% | +11.5% |
| 3M | -10.3% | +2.3% | -12.6% | -12.4% |
| 6M | +24.5% | +14.3% | +10.2% | +6.4% |
| YTD | +12.9% | +19.3% | -6.4% | -9.3% |
| 1Y | +36.7% | +22.6% | +14.1% | +6.7% |
| All | +1,284.2% | +52.6% | +1,231.6% | +773.7% |
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