+18.0%
CGNX vs INVH
+0.2%
+17.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.4% | -10.5% |
| 7D | -19.5% | +3.5% | -22.9% | -18.7% |
| 30D | -28.4% | +4.4% | -32.8% | -27.7% |
| 3M | -32.7% | -8.6% | -24.1% | -33.4% |
| 6M | -19.0% | -1.7% | -17.3% | -19.4% |
| YTD | +32.6% | +2.6% | +30.0% | +32.0% |
| 1Y | +18.0% | +1.5% | +16.5% | +19.9% |
| All | +18.0% | +0.2% | +17.9% | +19.9% |
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