+1.2%
CLX vs INVH
+79.7%
-78.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.5% | -3.1% | -0.4% | -2.9% |
| 30D | -11.9% | -7.1% | -4.8% | -10.4% |
| 3M | -2.6% | -3.0% | +0.3% | -1.9% |
| 6M | -18.2% | +10.1% | -28.3% | -19.8% |
| YTD | -5.9% | +3.8% | -9.7% | -6.8% |
| 1Y | -23.8% | -2.1% | -21.7% | -23.6% |
| 3Y | -33.6% | -7.0% | -26.6% | -33.1% |
| 5Y | -35.7% | -20.6% | -15.1% | -34.0% |
| All | +1.2% | +79.7% | -78.5% | -21.9% |
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