+70.1%
CL vs INVH
+75.5%
-5.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -4.8% | -7.5% | +2.7% | -2.4% |
| 3M | -1.7% | -6.3% | +4.6% | +0.3% |
| 6M | -3.8% | +9.4% | -13.3% | -6.6% |
| YTD | +13.3% | +1.4% | +11.9% | +12.4% |
| 1Y | +8.3% | -4.1% | +12.4% | +9.3% |
| 3Y | +28.8% | -9.2% | +38.0% | +30.6% |
| 5Y | +28.5% | -19.6% | +48.2% | +33.6% |
| All | +70.1% | +75.5% | -5.4% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling