+4,534.0%
CNC vs IJH
+959.7%
+3,574.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -0.9% | -1.9% | +0.9% | +0.5% |
| 30D | -1.0% | -4.6% | +3.7% | +2.6% |
| 3M | +4.5% | -1.2% | +5.7% | +5.3% |
| 6M | +85.2% | +9.4% | +75.8% | +72.0% |
| YTD | +61.4% | +13.3% | +48.1% | +45.7% |
| 1Y | +94.9% | +13.4% | +81.5% | +75.7% |
| 3Y | 0.0% | +50.4% | -50.4% | -30.2% |
| 5Y | +11.2% | +49.0% | -37.8% | -24.0% |
| 10Y | +98.7% | +182.6% | -83.9% | -21.4% |
| All | +4,534.0% | +959.7% | +3,574.2% | +511.0% |
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