+604.3%
CEG vs INVH
-25.6%
+629.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -4.8% | -3.0% | -1.8% | -3.7% |
| 30D | +2.3% | -7.5% | +9.9% | +5.1% |
| 3M | +15.6% | -5.5% | +21.1% | +17.5% |
| 6M | -5.0% | +11.7% | -16.7% | -9.3% |
| YTD | -19.0% | +1.3% | -20.4% | -20.0% |
| 1Y | -10.0% | -6.1% | -3.9% | -8.6% |
| 3Y | +163.9% | -9.8% | +173.7% | +167.5% |
| All | +604.3% | -25.6% | +629.9% | +709.9% |
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