+982.5%
IJH vs CRL
+1,327.4%
-344.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.7% | -4.6% | +3.9% | +0.6% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | 0.0% | +46.6% | -46.6% | -11.4% |
| 6M | +8.8% | +57.3% | -48.5% | -6.8% |
| YTD | +13.5% | +39.5% | -26.0% | +0.3% |
| 1Y | +15.4% | +76.9% | -61.5% | -5.7% |
| 3Y | +50.9% | +39.4% | +11.6% | +25.8% |
| 5Y | +47.8% | -37.2% | +85.0% | +52.4% |
| 10Y | +183.1% | +253.4% | -70.4% | +68.5% |
| All | +982.5% | +1,327.4% | -344.9% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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