+71.8%
CF vs INVH
-8.0%
+79.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | +18.1% | -7.1% | +25.2% | +18.8% |
| 3M | +23.4% | -3.0% | +26.3% | +23.5% |
| 6M | +17.1% | +10.1% | +7.0% | +15.4% |
| YTD | +76.2% | +3.8% | +72.4% | +75.4% |
| 1Y | +62.3% | -2.1% | +64.4% | +63.3% |
| 3Y | +71.8% | -7.0% | +78.8% | +71.6% |
| All | +71.8% | -8.0% | +79.9% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling