+245.5%
CB vs INVH
+72.9%
+172.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +2.9% | -0.9% | +3.9% | +3.3% |
| 30D | +7.3% | +1.2% | +6.1% | +6.8% |
| 3M | +9.4% | -10.4% | +19.8% | +14.6% |
| 6M | +19.6% | -3.6% | +23.3% | +21.4% |
| YTD | +21.5% | -0.1% | +21.6% | +20.8% |
| 1Y | +28.0% | -0.7% | +28.7% | +27.4% |
| 3Y | +74.9% | -4.6% | +79.5% | +74.0% |
| 5Y | +108.1% | -21.7% | +129.8% | +122.2% |
| All | +245.5% | +72.9% | +172.6% | +162.7% |
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