+78.5%
CDE vs INVH
+75.4%
+3.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -3.0% | -0.1% | -1.4% |
| 30D | +9.5% | -7.5% | +17.0% | +14.4% |
| 3M | +25.5% | -5.5% | +31.0% | +28.9% |
| 6M | -7.9% | +11.7% | -19.6% | -14.8% |
| YTD | +15.6% | +1.3% | +14.2% | +12.6% |
| 1Y | +34.0% | -6.1% | +40.1% | +36.0% |
| 3Y | +791.9% | -9.8% | +801.7% | +824.3% |
| 5Y | +197.7% | -19.7% | +217.4% | +229.9% |
| All | +78.5% | +75.4% | +3.2% | +33.5% |
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