+366.6%
CBRE vs INVH
+79.7%
+286.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | -1.5% | -3.1% | +1.6% | +0.5% |
| 30D | -4.0% | -7.1% | +3.1% | +0.7% |
| 3M | +8.0% | -3.0% | +11.0% | +10.1% |
| 6M | +4.0% | +10.1% | -6.1% | -2.6% |
| YTD | -11.5% | +3.8% | -15.4% | -14.2% |
| 1Y | -13.0% | -2.1% | -10.9% | -12.5% |
| 3Y | +66.9% | -7.0% | +73.9% | +69.9% |
| 5Y | +45.0% | -20.6% | +65.6% | +62.0% |
| All | +366.6% | +79.7% | +286.9% | +214.5% |
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