+176.7%
CFG vs INVH
+79.7%
+97.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +2.7% | -3.1% | +5.8% | +4.7% |
| 30D | -3.7% | -7.1% | +3.4% | +0.7% |
| 3M | +9.5% | -3.0% | +12.4% | +11.2% |
| 6M | +22.2% | +10.1% | +12.1% | +14.4% |
| YTD | +22.3% | +3.8% | +18.5% | +18.2% |
| 1Y | +39.4% | -2.1% | +41.5% | +39.4% |
| 3Y | +188.5% | -7.0% | +195.5% | +194.0% |
| 5Y | +101.5% | -20.6% | +122.1% | +122.9% |
| All | +176.7% | +79.7% | +97.0% | +121.5% |
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