-55.4%
CHTR vs INVH
+75.4%
-130.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -3.0% | -1.1% | -2.9% |
| 30D | -3.0% | -7.5% | +4.6% | +0.4% |
| 3M | +4.8% | -5.5% | +10.3% | +7.5% |
| 6M | -35.0% | +11.7% | -46.7% | -38.1% |
| YTD | -30.2% | +1.3% | -31.5% | -30.7% |
| 1Y | -44.8% | -6.1% | -38.7% | -43.4% |
| 3Y | -66.6% | -9.8% | -56.8% | -65.4% |
| 5Y | -81.5% | -19.7% | -61.8% | -80.2% |
| All | -55.4% | +75.4% | -130.8% | -63.7% |
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