+3.5%
CGNX vs INVH
-6.5%
+10.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -3.0% | +6.2% | +1.4% |
| 30D | +6.0% | -7.5% | +13.5% | +1.1% |
| 3M | +3.5% | -5.5% | +9.1% | +1.6% |
| All | +3.5% | -6.5% | +10.0% | +1.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling