+210.5%
CB vs INVH
+75.5%
+135.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.3% |
| 7D | -2.8% | -3.1% | +0.4% | -1.4% |
| 30D | -2.4% | -7.5% | +5.1% | +0.8% |
| 3M | +2.8% | -6.3% | +9.1% | +5.6% |
| 6M | +4.8% | +9.4% | -4.7% | +0.5% |
| YTD | +9.2% | +1.4% | +7.8% | +7.9% |
| 1Y | +22.8% | -4.1% | +26.9% | +24.1% |
| 3Y | +71.1% | -9.2% | +80.3% | +74.0% |
| 5Y | +101.0% | -19.6% | +120.6% | +111.8% |
| All | +210.5% | +75.5% | +135.0% | +134.7% |
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