+42.4%
CART vs INVH
-9.2%
+51.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -4.1% | -3.1% | -1.0% | -3.4% |
| 30D | -4.3% | -7.1% | +2.8% | -2.8% |
| 3M | +13.1% | -3.0% | +16.1% | +13.8% |
| 6M | +26.0% | +10.1% | +15.9% | +23.2% |
| YTD | +6.7% | +3.8% | +2.9% | +5.6% |
| 1Y | +6.3% | -2.1% | +8.4% | +6.8% |
| All | +42.4% | -9.2% | +51.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 3y: compounded portfolio wealth divided by compounded INVH 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…
3y analysis · Full analysis span regression · 6 months rolling