+464.6%
CL vs IJH
+1,075.9%
-611.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | -1.5% | -3.3% | -4.3% |
| 3M | +4.9% | +0.8% | +4.1% | +4.4% |
| 6M | -5.7% | +7.6% | -13.3% | -8.5% |
| YTD | +14.4% | +15.5% | -1.1% | +7.9% |
| 1Y | +8.7% | +16.9% | -8.2% | +1.9% |
| 3Y | +30.0% | +48.1% | -18.1% | +9.3% |
| 5Y | +28.4% | +47.8% | -19.5% | +6.3% |
| 10Y | +50.1% | +178.6% | -128.5% | -7.7% |
| All | +464.6% | +1,075.9% | -611.3% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling