+153.3%
CMI vs IJR
+52.1%
+101.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.7% |
| 7D | -0.7% | -2.2% | +1.5% | +1.3% |
| 30D | -12.4% | -4.6% | -7.8% | -8.5% |
| 3M | -14.8% | +0.2% | -15.0% | -15.0% |
| 6M | +0.8% | +14.7% | -13.9% | -10.5% |
| YTD | +10.2% | +18.9% | -8.7% | -4.7% |
| 1Y | +37.4% | +19.9% | +17.5% | +17.9% |
| 3Y | +153.3% | +53.0% | +100.3% | +80.5% |
| All | +153.3% | +52.1% | +101.2% | +80.5% |
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