+165.0%
CMI vs INVH
-20.2%
+185.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -3.0% | +2.3% | +0.2% |
| 30D | -12.4% | -7.5% | -4.9% | -10.3% |
| 3M | -14.8% | -5.5% | -9.2% | -13.6% |
| 6M | +0.8% | +11.7% | -10.9% | -3.8% |
| YTD | +10.2% | +1.3% | +8.9% | +8.5% |
| 1Y | +37.4% | -6.1% | +43.5% | +38.9% |
| 3Y | +153.3% | -9.8% | +163.0% | +156.8% |
| All | +165.0% | -20.2% | +185.2% | +176.7% |
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