-52.6%
CCL vs INVH
+79.7%
-132.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -0.1% | -3.1% | +3.0% | +2.2% |
| 30D | -20.0% | -7.1% | -12.9% | -15.6% |
| 3M | -13.7% | -3.0% | -10.7% | -12.0% |
| 6M | -9.0% | +10.1% | -19.1% | -15.5% |
| YTD | -22.8% | +3.8% | -26.7% | -25.7% |
| 1Y | -25.3% | -2.1% | -23.2% | -25.1% |
| 3Y | +54.1% | -7.0% | +61.1% | +57.6% |
| 5Y | +3.5% | -20.6% | +24.1% | +18.6% |
| All | -52.6% | +79.7% | -132.3% | -63.4% |
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