+28.3%
CL vs INVH
-20.4%
+48.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.7% |
| 30D | -5.5% | -5.7% | +0.2% | -4.1% |
| 3M | +0.8% | -4.5% | +5.3% | +2.0% |
| 6M | -4.2% | +11.0% | -15.2% | -6.6% |
| YTD | +13.4% | +3.7% | +9.7% | +12.2% |
| 1Y | +7.1% | -2.8% | +9.9% | +7.5% |
| 3Y | +29.0% | -7.1% | +36.2% | +30.0% |
| 5Y | +28.3% | -19.4% | +47.7% | +32.7% |
| All | +28.3% | -20.4% | +48.7% | +32.7% |
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 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