+1,135.5%
IJR vs CCI
+421.2%
+714.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | -3.6% | +2.1% | -5.8% | -4.1% |
| 3M | +2.3% | -17.8% | +20.2% | +6.4% |
| 6M | +14.3% | -14.2% | +28.5% | +17.5% |
| YTD | +19.3% | -13.3% | +32.6% | +21.9% |
| 1Y | +22.6% | -16.6% | +39.2% | +26.3% |
| 3Y | +53.5% | -10.8% | +64.4% | +53.9% |
| 5Y | +39.9% | -50.3% | +90.3% | +58.5% |
| 10Y | +172.1% | +22.5% | +149.5% | +152.0% |
| All | +1,135.5% | +421.2% | +714.3% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling