+607.3%
CEG vs IJH
+44.6%
+562.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.8% |
| 7D | +0.3% | -2.5% | +2.8% | +2.8% |
| 30D | +2.9% | -5.0% | +7.9% | +8.1% |
| 3M | +18.2% | +0.5% | +17.7% | +17.6% |
| 6M | -9.5% | +8.2% | -17.8% | -15.8% |
| YTD | -18.7% | +12.5% | -31.1% | -27.0% |
| 1Y | -10.1% | +14.4% | -24.5% | -20.4% |
| 3Y | +168.3% | +49.5% | +118.8% | +92.9% |
| All | +607.3% | +44.6% | +562.8% | +394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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