+165.0%
CMI vs IJH
+48.0%
+117.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -0.7% | -1.9% | +1.1% | +1.1% |
| 30D | -12.4% | -4.6% | -7.8% | -8.1% |
| 3M | -14.8% | -1.2% | -13.6% | -13.7% |
| 6M | +0.8% | +9.4% | -8.6% | -6.8% |
| YTD | +10.2% | +13.3% | -3.1% | -1.0% |
| 1Y | +37.4% | +13.4% | +24.0% | +23.5% |
| 3Y | +153.3% | +50.4% | +102.8% | +77.9% |
| All | +165.0% | +48.0% | +117.0% | +83.9% |
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