+61.1%
IJR vs CFG
+189.7%
-128.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +2.3% | +1.6% | +0.7% | +1.5% |
| 30D | +2.2% | +3.3% | -1.1% | +0.6% |
| 3M | -5.3% | -11.5% | +6.3% | +0.5% |
| 6M | +4.3% | +6.2% | -2.0% | +0.5% |
| YTD | +18.0% | +14.3% | +3.7% | +9.0% |
| 1Y | +19.2% | +26.7% | -7.5% | +4.3% |
| All | +61.1% | +189.7% | -128.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling