+3,616.8%
CLS vs IJH
+46.8%
+3,570.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.1% |
| 7D | +5.0% | -2.5% | +7.5% | +8.9% |
| 30D | +4.8% | -5.0% | +9.8% | +13.4% |
| 3M | -10.4% | +0.5% | -10.9% | -10.2% |
| 6M | +20.8% | +8.2% | +12.6% | +10.8% |
| YTD | +10.0% | +12.5% | -2.4% | -4.4% |
| 1Y | +28.5% | +14.4% | +14.2% | +9.9% |
| 3Y | +1,292.2% | +49.5% | +1,242.7% | +795.8% |
| All | +3,616.8% | +46.8% | +3,570.0% | +2,299.9% |
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