-63.2%
CSGP vs IJH
+32.8%
-96.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.2% |
| 7D | +1.3% | -1.7% | +2.9% | +2.6% |
| 30D | +10.7% | -0.9% | +11.6% | +11.3% |
| 3M | +3.3% | -5.8% | +9.0% | +8.2% |
| 6M | -10.3% | -2.8% | -7.5% | -9.2% |
| YTD | -54.6% | +10.1% | -64.7% | -59.1% |
| 1Y | -54.6% | +13.8% | -68.5% | -60.5% |
| 3Y | -60.3% | +53.2% | -113.5% | -74.4% |
| All | -63.2% | +32.8% | -96.0% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling