+62.2%
CF vs INVH
-2.6%
+64.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.8% |
| 7D | -0.8% | -2.3% | +1.5% | -1.2% |
| 30D | +14.3% | -5.7% | +20.0% | +13.3% |
| 3M | +27.9% | -4.5% | +32.3% | +26.9% |
| 6M | +25.5% | +11.0% | +14.6% | +27.3% |
| YTD | +81.2% | +3.7% | +77.5% | +85.4% |
| All | +62.2% | -2.6% | +64.8% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling