+724.9%
CLS vs IJH
+1,068.3%
-343.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.3% | +6.5% |
| 7D | +12.8% | +1.0% | +11.8% | +11.3% |
| 30D | +3.8% | -3.1% | +6.9% | +8.5% |
| 3M | -14.6% | +1.9% | -16.6% | -16.1% |
| 6M | +32.2% | +11.0% | +21.2% | +18.3% |
| YTD | +11.6% | +14.7% | -3.1% | -4.4% |
| 1Y | +35.1% | +15.6% | +19.5% | +15.3% |
| 3Y | +1,312.5% | +52.5% | +1,260.0% | +789.2% |
| 5Y | +3,542.1% | +49.1% | +3,493.0% | +2,264.1% |
| 10Y | +2,944.0% | +177.7% | +2,766.3% | +763.7% |
| All | +724.9% | +1,068.3% | -343.3% | -76.2% |
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