+947.7%
CAT vs INVH
+80.8%
+866.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | -2.9% | +4.6% | +2.8% |
| 30D | -6.6% | -6.9% | +0.4% | -4.2% |
| 3M | -13.3% | -2.7% | -10.6% | -12.9% |
| 6M | +11.6% | +8.2% | +3.4% | +7.8% |
| YTD | +42.9% | +4.5% | +38.5% | +39.5% |
| 1Y | +95.4% | -2.3% | +97.8% | +95.0% |
| 3Y | +196.6% | -7.3% | +203.9% | +198.6% |
| 5Y | +321.7% | -20.5% | +342.1% | +344.0% |
| All | +947.7% | +80.8% | +866.9% | +727.3% |
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