+1,344.3%
CSGP vs IJH
+1,052.7%
+291.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -3.2% | 0.0% | -3.2% | -3.3% |
| 30D | +2.2% | +1.0% | +1.3% | +1.1% |
| 3M | -3.7% | -4.1% | +0.5% | -0.2% |
| 6M | -7.4% | +0.7% | -8.2% | -9.1% |
| YTD | -54.9% | +13.2% | -68.1% | -60.5% |
| 1Y | -54.9% | +14.9% | -69.8% | -61.1% |
| 3Y | -61.9% | +58.4% | -120.3% | -75.8% |
| 5Y | -63.1% | +38.7% | -101.8% | -73.4% |
| 10Y | +65.1% | +177.9% | -112.8% | -41.9% |
| All | +1,344.3% | +1,052.7% | +291.6% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling