+228.6%
CDW vs INVH
+75.4%
+153.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +0.9% | -3.0% | +3.9% | +2.4% |
| 30D | +13.1% | -7.5% | +20.6% | +17.2% |
| 3M | +19.7% | -5.5% | +25.2% | +22.8% |
| 6M | +30.7% | +11.7% | +19.0% | +23.1% |
| YTD | +14.7% | +1.3% | +13.4% | +13.0% |
| 1Y | -5.3% | -6.1% | +0.8% | -3.3% |
| 3Y | -23.8% | -9.8% | -14.1% | -22.2% |
| 5Y | -16.8% | -19.7% | +2.9% | -11.0% |
| All | +228.6% | +75.4% | +153.3% | +160.1% |
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