+10.9%
CMG vs INVH
+1.1%
+9.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.5% |
| 7D | +22.5% | +3.1% | +19.5% | +21.2% |
| 30D | +14.1% | +5.8% | +8.3% | +11.7% |
| 3M | +4.1% | -8.5% | +12.6% | +6.9% |
| 6M | +10.1% | -1.3% | +11.4% | +10.3% |
| YTD | -4.9% | +2.6% | -7.5% | -6.4% |
| 1Y | +10.9% | +0.7% | +10.2% | +10.5% |
| All | +10.9% | +1.1% | +9.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling