+953.7%
CAT vs INVH
+75.4%
+878.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.6% | -3.0% | +3.6% | +1.7% |
| 30D | -4.3% | -7.5% | +3.2% | -1.7% |
| 3M | -8.6% | -5.5% | -3.1% | -7.2% |
| 6M | +16.1% | +11.7% | +4.4% | +10.7% |
| YTD | +43.8% | +1.3% | +42.4% | +41.8% |
| 1Y | +91.5% | -6.1% | +97.5% | +93.7% |
| 3Y | +202.7% | -9.8% | +212.5% | +207.7% |
| 5Y | +335.1% | -19.7% | +354.8% | +355.9% |
| All | +953.7% | +75.4% | +878.3% | +741.0% |
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 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