+3,616.8%
CLS vs INVH
-21.2%
+3,638.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | +5.0% | -3.1% | +8.1% | +6.2% |
| 30D | +4.8% | -7.5% | +12.3% | +7.8% |
| 3M | -10.4% | -6.3% | -4.1% | -8.8% |
| 6M | +20.8% | +9.4% | +11.4% | +13.7% |
| YTD | +10.0% | +1.4% | +8.6% | +6.7% |
| 1Y | +28.5% | -4.1% | +32.6% | +28.0% |
| 3Y | +1,292.2% | -9.2% | +1,301.4% | +1,288.1% |
| 5Y | +3,616.8% | -19.6% | +3,636.4% | +3,943.5% |
| All | +3,616.8% | -21.2% | +3,638.0% | +3,943.5% |
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