+39.8%
IJR vs CCI
-49.3%
+89.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.6% | +2.2% | -6.8% | -5.2% |
| 3M | +0.2% | -16.9% | +17.1% | +4.9% |
| 6M | +14.7% | -11.5% | +26.3% | +17.5% |
| YTD | +18.9% | -12.8% | +31.7% | +21.8% |
| 1Y | +19.9% | -17.1% | +37.0% | +24.6% |
| 3Y | +53.0% | -9.6% | +62.7% | +49.4% |
| All | +39.8% | -49.3% | +89.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling