+71.7%
CL vs INVH
+80.8%
-9.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -4.8% | -6.9% | +2.1% | -2.7% |
| 3M | +4.9% | -2.7% | +7.6% | +5.8% |
| 6M | -5.7% | +8.2% | -13.9% | -8.1% |
| YTD | +14.4% | +4.5% | +9.9% | +12.5% |
| 1Y | +8.7% | -2.3% | +11.1% | +9.1% |
| 3Y | +30.0% | -7.3% | +37.3% | +31.0% |
| 5Y | +28.4% | -20.5% | +48.8% | +34.1% |
| All | +71.7% | +80.8% | -9.0% | +32.6% |
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