+110.5%
CNC vs IJR
+24.2%
+86.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.3% | +11.3% | +12.1% |
| 7D | +13.4% | +2.3% | +11.1% | +12.4% |
| 30D | +18.2% | +2.8% | +15.4% | +16.9% |
| 3M | +18.6% | -4.6% | +23.3% | +20.5% |
| 6M | +41.9% | +5.7% | +36.3% | +39.0% |
| YTD | +84.7% | +19.9% | +64.8% | +62.9% |
| 1Y | +110.5% | +24.2% | +86.3% | +81.1% |
| All | +110.5% | +24.2% | +86.3% | +81.1% |
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