+88.4%
CHRW vs INVH
-9.6%
+98.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | +4.4% | -3.1% | +7.5% | +5.5% |
| 30D | +5.5% | -7.5% | +13.0% | +8.4% |
| 3M | -17.3% | -6.3% | -11.0% | -15.3% |
| 6M | -12.7% | +9.4% | -22.1% | -15.7% |
| YTD | -4.1% | +1.4% | -5.5% | -5.0% |
| 1Y | +21.2% | -4.1% | +25.3% | +22.3% |
| All | +88.4% | -9.6% | +98.0% | +96.2% |
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