-56.4%
CSGP vs IJH
+14.2%
-70.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -6.1% | +3.0% | -9.1% | -6.4% |
| 30D | +0.3% | +0.8% | -0.5% | +0.1% |
| 3M | -1.3% | -5.1% | +3.8% | -1.2% |
| 6M | -8.9% | +1.3% | -10.2% | -9.7% |
| YTD | -55.2% | +12.8% | -68.0% | -57.7% |
| 1Y | -56.4% | +14.1% | -70.5% | -59.2% |
| All | -56.4% | +14.2% | -70.6% | -59.2% |
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