-53.5%
CSGP vs IJH
+15.1%
-68.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.9% |
| 7D | -1.8% | +0.6% | -2.5% | -1.9% |
| 30D | +5.3% | +1.3% | +4.0% | +5.0% |
| 3M | +3.3% | -4.1% | +7.4% | +3.3% |
| 6M | -4.7% | +1.1% | -5.8% | -5.3% |
| YTD | -53.5% | +13.6% | -67.1% | -56.1% |
| All | -53.5% | +15.1% | -68.7% | -56.7% |
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 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