+168.1%
IJR vs CCI
+23.6%
+144.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.6% | +2.2% | -6.8% | -5.3% |
| 3M | +0.2% | -16.9% | +17.1% | +5.8% |
| 6M | +14.7% | -11.5% | +26.3% | +18.1% |
| YTD | +18.9% | -12.8% | +31.7% | +22.3% |
| 1Y | +19.9% | -17.1% | +37.0% | +25.4% |
| 3Y | +53.0% | -9.6% | +62.7% | +50.8% |
| 5Y | +40.9% | -48.9% | +89.8% | +70.1% |
| All | +168.1% | +23.6% | +144.5% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling