+724.9%
CLS vs IJR
+1,143.6%
-418.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +6.5% |
| 7D | +12.8% | +0.9% | +11.8% | +11.5% |
| 30D | +3.8% | -3.1% | +7.0% | +7.9% |
| 3M | -14.6% | +4.4% | -19.0% | -18.4% |
| 6M | +32.2% | +16.1% | +16.1% | +13.1% |
| YTD | +11.6% | +20.6% | -9.0% | -9.1% |
| 1Y | +35.1% | +22.9% | +12.2% | +8.1% |
| 3Y | +1,312.5% | +55.2% | +1,257.3% | +783.5% |
| 5Y | +3,542.1% | +41.1% | +3,501.0% | +2,447.6% |
| 10Y | +2,944.0% | +167.0% | +2,777.0% | +884.8% |
| All | +724.9% | +1,143.6% | -418.7% | -77.7% |
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 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