+818.9%
CCJ vs INVH
+75.5%
+743.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | -1.3% | -7.5% | +6.2% | +1.0% |
| 3M | +2.5% | -6.3% | +8.8% | +4.2% |
| 6M | -18.9% | +9.4% | -28.3% | -21.8% |
| YTD | +6.5% | +1.4% | +5.1% | +4.8% |
| 1Y | +22.8% | -4.1% | +26.9% | +22.9% |
| 3Y | +164.5% | -9.2% | +173.7% | +165.5% |
| 5Y | +303.7% | -19.6% | +323.3% | +321.4% |
| All | +818.9% | +75.5% | +743.4% | +700.0% |
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