+40.1%
CSGP vs IJH
+177.0%
-136.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -5.1% | +1.0% | -6.1% | -5.9% |
| 30D | +0.3% | -3.1% | +3.5% | +2.8% |
| 3M | -9.1% | +1.9% | -11.1% | -11.0% |
| 6M | -37.3% | +11.0% | -48.3% | -43.0% |
| YTD | -54.9% | +14.7% | -69.6% | -60.1% |
| 1Y | -65.5% | +15.6% | -81.1% | -69.8% |
| 3Y | -63.3% | +52.5% | -115.8% | -74.4% |
| 5Y | -65.8% | +49.1% | -114.8% | -75.6% |
| 10Y | +40.1% | +177.7% | -137.5% | -43.7% |
| All | +40.1% | +177.0% | -136.9% | -43.7% |
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