+674.4%
CAT vs INVH
+72.9%
+601.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +7.4% | -0.9% | +8.4% | +7.8% |
| 30D | -19.7% | +1.2% | -20.8% | -20.2% |
| 3M | -29.6% | -10.4% | -19.2% | -27.0% |
| 6M | -33.2% | -3.6% | -29.6% | -32.9% |
| YTD | +5.7% | -0.1% | +5.8% | +4.5% |
| 1Y | +9.3% | -0.7% | +10.0% | +8.2% |
| 3Y | +158.3% | -4.6% | +162.9% | +156.6% |
| 5Y | +211.6% | -21.7% | +233.3% | +228.9% |
| All | +674.4% | +72.9% | +601.5% | +519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling