+41.0%
CLS vs INVH
-4.3%
+45.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.5% |
| 7D | +10.9% | -3.0% | +13.9% | +9.3% |
| 30D | +2.1% | -7.5% | +9.6% | -1.6% |
| 3M | -10.2% | -5.5% | -4.7% | -12.5% |
| 6M | +30.4% | +11.7% | +18.7% | +30.6% |
| YTD | +17.2% | +1.3% | +15.9% | +16.5% |
| 1Y | +41.0% | -6.1% | +47.1% | +44.0% |
| All | +41.0% | -4.3% | +45.3% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling