+1,002.2%
CDNS vs INVH
+79.4%
+922.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.2% | -2.3% | -4.9% | -6.2% |
| 30D | -14.3% | -5.7% | -8.5% | -11.9% |
| 3M | -27.2% | -4.5% | -22.7% | -25.9% |
| 6M | -4.5% | +11.0% | -15.5% | -10.3% |
| YTD | -9.0% | +3.7% | -12.6% | -11.9% |
| 1Y | -21.3% | -2.8% | -18.5% | -21.5% |
| 3Y | +19.6% | -7.1% | +26.7% | +19.8% |
| 5Y | +71.5% | -19.4% | +91.0% | +84.0% |
| All | +1,002.2% | +79.4% | +922.8% | +660.6% |
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