+225.6%
CDW vs INVH
+80.8%
+144.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.2% | -2.9% | +6.1% | +4.6% |
| 30D | +9.3% | -6.9% | +16.2% | +13.0% |
| 3M | +9.8% | -2.7% | +12.5% | +11.0% |
| 6M | +23.3% | +8.2% | +15.1% | +18.0% |
| YTD | +13.7% | +4.5% | +9.2% | +10.4% |
| 1Y | -6.5% | -2.3% | -4.2% | -6.4% |
| 3Y | -25.2% | -7.3% | -18.0% | -24.6% |
| 5Y | -19.5% | -20.5% | +1.0% | -13.3% |
| All | +225.6% | +80.8% | +144.9% | +154.0% |
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