+4,013.6%
CMG vs IJH
+548.5%
+3,465.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -0.5% |
| 30D | +10.9% | -4.6% | +15.5% | +15.2% |
| 3M | +15.8% | -1.2% | +17.0% | +16.6% |
| 6M | +6.9% | +9.4% | -2.5% | -1.3% |
| YTD | -2.2% | +13.3% | -15.5% | -12.2% |
| 1Y | -7.1% | +13.4% | -20.5% | -16.4% |
| 3Y | -7.1% | +50.4% | -57.6% | -34.8% |
| 5Y | -4.8% | +49.0% | -53.7% | -32.5% |
| 10Y | +324.3% | +182.6% | +141.7% | +66.6% |
| All | +4,013.6% | +548.5% | +3,465.1% | +691.4% |
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