+41.9%
CMI vs IJR
+25.5%
+16.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.4% |
| 7D | -0.7% | -0.2% | -0.6% | -0.5% |
| 30D | -13.4% | -2.4% | -11.0% | -10.9% |
| 3M | -17.0% | +3.9% | -20.9% | -20.8% |
| 6M | -1.6% | +12.4% | -14.0% | -14.3% |
| YTD | +11.0% | +21.5% | -10.5% | -9.3% |
| 1Y | +41.9% | +24.0% | +17.9% | +14.8% |
| All | +41.9% | +25.5% | +16.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling