-53.6%
CCL vs INVH
+75.4%
-128.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.2% | -3.0% | -0.2% | -1.1% |
| 30D | -17.8% | -7.5% | -10.3% | -13.0% |
| 3M | -18.7% | -5.5% | -13.1% | -15.4% |
| 6M | -11.4% | +11.7% | -23.1% | -18.5% |
| YTD | -24.3% | +1.3% | -25.6% | -25.8% |
| 1Y | -28.8% | -6.1% | -22.7% | -26.4% |
| 3Y | +49.3% | -9.8% | +59.1% | +56.2% |
| 5Y | +1.6% | -19.7% | +21.3% | +15.5% |
| All | -53.6% | +75.4% | -128.9% | -63.5% |
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 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