-48.2%
CLF vs INVH
-19.5%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -1.4% |
| 30D | -3.2% | -5.7% | +2.5% | -0.3% |
| 3M | -5.0% | -4.5% | -0.5% | -3.3% |
| 6M | +26.6% | +11.0% | +15.6% | +17.4% |
| YTD | -9.0% | +3.7% | -12.7% | -12.0% |
| 1Y | +11.8% | -2.8% | +14.7% | +11.8% |
| 3Y | -15.1% | -7.1% | -7.9% | -14.4% |
| All | -48.2% | -19.5% | -28.7% | -43.8% |
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 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