+385.7%
CF vs INVH
+79.4%
+306.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | +14.3% | -5.7% | +20.0% | +16.8% |
| 3M | +27.9% | -4.5% | +32.3% | +29.7% |
| 6M | +25.5% | +11.0% | +14.6% | +19.4% |
| YTD | +81.2% | +3.7% | +77.5% | +76.6% |
| 1Y | +66.5% | -2.8% | +69.4% | +66.4% |
| 3Y | +76.7% | -7.1% | +83.8% | +75.9% |
| 5Y | +237.8% | -19.4% | +257.3% | +250.8% |
| All | +385.7% | +79.4% | +306.3% | +241.8% |
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