+330.3%
CF vs INVH
+74.4%
+255.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.8% | +1.8% | +2.9% | +3.9% |
| 30D | +9.7% | +1.1% | +8.6% | +9.1% |
| 3M | +1.2% | -8.3% | +9.6% | +4.4% |
| 6M | +7.4% | -3.7% | +11.0% | +8.3% |
| YTD | +60.5% | +0.8% | +59.7% | +57.9% |
| 1Y | +50.7% | +1.0% | +49.7% | +48.0% |
| 3Y | +64.8% | -4.3% | +69.0% | +61.5% |
| 5Y | +115.8% | -21.0% | +136.8% | +125.5% |
| All | +330.3% | +74.4% | +255.9% | +205.6% |
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 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