+639.7%
CEG vs INVH
-23.8%
+663.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +6.7% | -3.1% | +9.8% | +7.8% |
| 30D | +11.0% | -7.1% | +18.1% | +13.7% |
| 3M | +19.5% | -3.0% | +22.4% | +20.3% |
| 6M | -5.9% | +10.1% | -16.0% | -9.6% |
| YTD | -15.0% | +3.8% | -18.8% | -16.7% |
| 1Y | +0.6% | -2.1% | +2.7% | +0.6% |
| 3Y | +180.6% | -7.0% | +187.6% | +181.1% |
| All | +639.7% | -23.8% | +663.4% | +743.4% |
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