+150.3%
CHRW vs INVH
+79.4%
+70.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +4.1% | -2.3% | +6.4% | +4.7% |
| 30D | +1.9% | -5.7% | +7.6% | +3.5% |
| 3M | -21.2% | -4.5% | -16.7% | -20.2% |
| 6M | -16.7% | +11.0% | -27.6% | -19.0% |
| YTD | -5.4% | +3.7% | -9.1% | -6.6% |
| 1Y | +21.2% | -2.8% | +24.0% | +21.7% |
| 3Y | +86.5% | -7.1% | +93.6% | +88.3% |
| 5Y | +93.0% | -19.4% | +112.5% | +98.9% |
| All | +150.3% | +79.4% | +70.9% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling