+811.9%
CCJ vs INVH
+75.4%
+736.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.0% | -3.0% | -1.0% | -3.1% |
| 30D | -2.4% | -7.5% | +5.1% | 0.0% |
| 3M | -2.3% | -5.5% | +3.2% | -0.9% |
| 6M | -16.2% | +11.7% | -27.9% | -19.8% |
| YTD | +5.7% | +1.3% | +4.3% | +4.1% |
| 1Y | +21.3% | -6.1% | +27.3% | +22.2% |
| 3Y | +159.4% | -9.8% | +169.2% | +161.0% |
| 5Y | +300.7% | -19.7% | +320.3% | +318.3% |
| All | +811.9% | +75.4% | +736.6% | +694.1% |
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