+2,347.5%
CLS vs INVH
+79.4%
+2,268.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +20.1% | -2.3% | +22.4% | +21.3% |
| 30D | +6.0% | -5.7% | +11.8% | +8.8% |
| 3M | -10.3% | -4.5% | -5.8% | -9.1% |
| 6M | +24.5% | +11.0% | +13.5% | +16.1% |
| YTD | +12.9% | +3.7% | +9.2% | +8.1% |
| 1Y | +36.7% | -2.8% | +39.5% | +35.0% |
| 3Y | +1,328.1% | -7.1% | +1,335.2% | +1,315.2% |
| 5Y | +3,682.3% | -19.4% | +3,701.7% | +3,911.4% |
| All | +2,347.5% | +79.4% | +2,268.1% | +1,925.9% |
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