+208.8%
CDW vs INVH
+79.7%
+129.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.9% |
| 7D | -3.9% | -3.1% | -0.7% | -2.4% |
| 30D | +6.9% | -7.1% | +14.0% | +10.6% |
| 3M | +7.7% | -3.0% | +10.7% | +9.1% |
| 6M | +18.3% | +10.1% | +8.2% | +12.2% |
| YTD | +7.8% | +3.8% | +3.9% | +5.0% |
| 1Y | -12.2% | -2.1% | -10.1% | -12.2% |
| 3Y | -28.9% | -7.0% | -21.9% | -28.4% |
| 5Y | -22.8% | -20.6% | -2.2% | -16.8% |
| All | +208.8% | +79.7% | +129.1% | +141.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling