+500.8%
CLS vs IJR
+1,116.7%
-615.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.2% | +14.1% | +13.6% |
| 30D | -25.7% | +3.8% | -29.5% | -28.8% |
| 3M | -30.9% | -5.7% | -25.1% | -25.6% |
| 6M | -35.5% | +4.6% | -40.1% | -38.1% |
| YTD | -18.7% | +18.0% | -36.7% | -31.8% |
| 1Y | -17.9% | +21.8% | -39.7% | -33.4% |
| 3Y | +838.1% | +61.1% | +777.0% | +463.9% |
| 5Y | +1,971.9% | +27.3% | +1,944.6% | +1,534.9% |
| 10Y | +1,907.9% | +154.1% | +1,753.7% | +596.0% |
| All | +500.8% | +1,116.7% | -615.8% | -83.3% |
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