+73.5%
CART vs INVH
-13.2%
+86.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | +17.8% | +0.2% | +17.6% | +17.7% |
| 3M | +20.7% | -9.5% | +30.2% | +23.4% |
| 6M | +49.7% | -4.3% | +54.1% | +51.0% |
| YTD | +30.0% | -0.8% | +30.8% | +29.9% |
| 1Y | +48.4% | -3.6% | +52.0% | +49.4% |
| 3Y | +132.0% | -5.8% | +137.8% | +127.4% |
| All | +73.5% | -13.2% | +86.8% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling