+43.0%
CG vs INVH
-9.7%
+52.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.9% | -3.0% | -6.9% | -8.5% |
| 30D | -11.7% | -7.5% | -4.1% | -8.2% |
| 3M | -4.3% | -5.5% | +1.2% | -1.8% |
| 6M | -8.8% | +11.7% | -20.5% | -14.4% |
| YTD | -26.9% | +1.3% | -28.2% | -27.9% |
| 1Y | -35.4% | -6.1% | -29.3% | -33.6% |
| 3Y | +43.0% | -9.8% | +52.8% | +51.7% |
| All | +43.0% | -9.7% | +52.7% | +51.7% |
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