+60.0%
CSGP vs IJH
+171.8%
-111.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +1.3% | +2.3% | -0.9% | -0.4% |
| 30D | +2.8% | +2.1% | +0.8% | +1.1% |
| 3M | -6.3% | -5.7% | -0.7% | -2.3% |
| 6M | -3.2% | +1.4% | -4.6% | -5.1% |
| YTD | -54.0% | +12.6% | -66.6% | -58.8% |
| 1Y | -54.8% | +16.1% | -70.9% | -60.5% |
| 3Y | -60.6% | +57.8% | -118.4% | -73.2% |
| 5Y | -62.6% | +36.8% | -99.4% | -71.6% |
| All | +60.0% | +171.8% | -111.8% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling