+607.3%
CEG vs INVH
-25.5%
+632.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | +0.3% | -3.1% | +3.5% | +1.4% |
| 30D | +2.9% | -7.5% | +10.4% | +5.6% |
| 3M | +18.2% | -6.3% | +24.5% | +20.5% |
| 6M | -9.5% | +9.4% | -19.0% | -13.0% |
| YTD | -18.7% | +1.4% | -20.1% | -19.7% |
| 1Y | -10.1% | -4.1% | -6.0% | -9.6% |
| 3Y | +168.3% | -9.2% | +177.5% | +171.1% |
| All | +607.3% | -25.5% | +632.9% | +713.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling