-24.5%
CGNX vs INVH
-20.2%
-4.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.6% |
| 30D | +6.0% | -7.5% | +13.5% | +9.7% |
| 3M | +3.5% | -5.5% | +9.1% | +5.7% |
| 6M | +26.3% | +11.7% | +14.6% | +18.0% |
| YTD | +79.2% | +1.3% | +77.9% | +75.1% |
| 1Y | +43.8% | -6.1% | +49.9% | +46.1% |
| 3Y | +52.0% | -9.8% | +61.7% | +55.0% |
| All | -24.5% | -20.2% | -4.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling