+93.9%
CL vs INVH
+72.9%
+21.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +8.0% | +1.2% | +6.9% | +7.7% |
| 3M | +7.9% | -10.4% | +18.3% | +11.7% |
| 6M | +14.7% | -3.6% | +18.3% | +16.1% |
| YTD | +29.2% | -0.1% | +29.2% | +28.8% |
| 1Y | +29.5% | -0.7% | +30.2% | +29.4% |
| 3Y | +40.7% | -4.6% | +45.3% | +40.7% |
| 5Y | +43.9% | -21.7% | +65.5% | +50.9% |
| All | +93.9% | +72.9% | +21.0% | +51.8% |
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