+40.3%
CFG vs INVH
-4.3%
+44.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | -4.6% | -7.5% | +2.9% | -2.7% |
| 3M | +6.7% | -5.5% | +12.2% | +8.2% |
| 6M | +22.1% | +11.7% | +10.4% | +18.9% |
| YTD | +23.2% | +1.3% | +21.8% | +23.0% |
| 1Y | +40.3% | -6.1% | +46.3% | +41.0% |
| All | +40.3% | -4.3% | +44.6% | +41.0% |
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