+36.0%
IJR vs CAI
-11.0%
+47.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | -3.6% | +2.7% | -6.3% | -3.9% |
| 3M | +2.3% | +41.7% | -39.4% | -0.9% |
| 6M | +14.3% | +26.5% | -12.1% | +11.0% |
| YTD | +19.3% | -10.9% | +30.2% | +18.6% |
| 1Y | +22.6% | -29.2% | +51.8% | +23.8% |
| All | +36.0% | -11.0% | +47.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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