+100.4%
CB vs INVH
-19.5%
+119.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.5% | -2.3% | +1.8% | +0.1% |
| 30D | -3.1% | -5.7% | +2.7% | -1.4% |
| 3M | +4.2% | -4.5% | +8.6% | +5.5% |
| 6M | +4.7% | +11.0% | -6.2% | +1.7% |
| YTD | +8.8% | +3.7% | +5.1% | +7.5% |
| 1Y | +22.6% | -2.8% | +25.5% | +23.3% |
| 3Y | +70.6% | -7.1% | +77.8% | +72.4% |
| All | +100.4% | -19.5% | +119.8% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling