-65.3%
CSGP vs IJH
+18.2%
-83.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +2.3% | -1.5% | +3.8% | +2.6% |
| 3M | -8.2% | +0.8% | -8.9% | -8.4% |
| 6M | -35.1% | +7.6% | -42.6% | -36.9% |
| YTD | -54.0% | +15.5% | -69.5% | -57.4% |
| 1Y | -65.3% | +16.9% | -82.2% | -68.2% |
| All | -65.3% | +18.2% | -83.5% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling