-33.2%
CAT vs INVH
-3.1%
-30.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.5% |
| 7D | +7.4% | -0.9% | +8.4% | +6.9% |
| 30D | -19.7% | +1.2% | -20.8% | -19.1% |
| 3M | -29.6% | -10.4% | -19.2% | -33.4% |
| 6M | -33.2% | -3.6% | -29.6% | -35.0% |
| All | -33.2% | -3.1% | -30.1% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling