-9.4%
CRM vs IJR
+23.7%
-33.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -1.2% | +2.8% | -4.0% | -1.7% |
| 3M | +19.1% | -4.6% | +23.8% | +19.7% |
| 6M | +23.0% | +5.7% | +17.3% | +21.2% |
| YTD | -13.7% | +19.9% | -33.6% | -19.6% |
| All | -9.4% | +23.7% | -33.1% | -17.1% |
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