-38.9%
CLX vs INVH
-20.2%
-18.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -5.7% | -3.0% | -2.7% | -4.9% |
| 30D | -17.0% | -7.5% | -9.5% | -15.3% |
| 3M | -9.7% | -5.5% | -4.1% | -8.3% |
| 6M | -19.8% | +11.7% | -31.5% | -21.8% |
| YTD | -9.8% | +1.3% | -11.2% | -10.2% |
| 1Y | -26.2% | -6.1% | -20.1% | -25.1% |
| 3Y | -36.2% | -9.8% | -26.4% | -35.3% |
| All | -38.9% | -20.2% | -18.7% | -38.4% |
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