+1,249.5%
CLS vs INVH
-9.6%
+1,259.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | +5.0% | -3.1% | +8.1% | +5.4% |
| 30D | +4.8% | -7.5% | +12.3% | +5.9% |
| 3M | -10.4% | -6.3% | -4.1% | -9.9% |
| 6M | +20.8% | +9.4% | +11.4% | +15.7% |
| YTD | +10.0% | +1.4% | +8.6% | +7.7% |
| 1Y | +28.5% | -4.1% | +32.6% | +28.7% |
| All | +1,249.5% | -9.6% | +1,259.1% | +1,196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling