+369.0%
CF vs INVH
+80.8%
+288.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | -2.9% | +8.9% | +7.2% |
| 30D | +14.8% | -6.9% | +21.8% | +17.9% |
| 3M | +14.1% | -2.7% | +16.8% | +14.9% |
| 6M | +28.5% | +8.2% | +20.3% | +23.5% |
| YTD | +74.9% | +4.5% | +70.5% | +70.1% |
| 1Y | +61.7% | -2.3% | +64.0% | +61.2% |
| 3Y | +80.3% | -7.3% | +87.6% | +79.7% |
| 5Y | +226.0% | -20.5% | +246.5% | +241.0% |
| All | +369.0% | +80.8% | +288.2% | +229.1% |
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