+38.4%
CART vs INVH
-9.3%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -9.5% | -2.3% | -7.2% | -9.0% |
| 30D | -7.8% | -5.7% | -2.0% | -6.5% |
| 3M | +10.4% | -4.5% | +14.9% | +11.5% |
| 6M | +20.1% | +11.0% | +9.1% | +17.2% |
| YTD | +3.7% | +3.7% | 0.0% | +2.6% |
| 1Y | +2.6% | -2.8% | +5.4% | +3.3% |
| All | +38.4% | -9.3% | +47.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling