+213.2%
CB vs INVH
+80.8%
+132.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | -3.1% | -6.9% | +3.8% | -0.1% |
| 3M | +9.0% | -2.7% | +11.7% | +10.2% |
| 6M | +2.9% | +8.2% | -5.3% | -0.8% |
| YTD | +10.1% | +4.5% | +5.6% | +7.4% |
| 1Y | +22.8% | -2.3% | +25.1% | +23.1% |
| 3Y | +73.8% | -7.3% | +81.1% | +75.2% |
| 5Y | +99.2% | -20.5% | +119.7% | +111.8% |
| All | +213.2% | +80.8% | +132.4% | +133.7% |
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 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