+383.5%
CMI vs INVH
+75.4%
+308.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -12.4% | -7.5% | -4.9% | -9.9% |
| 3M | -14.8% | -5.5% | -9.2% | -13.4% |
| 6M | +0.8% | +11.7% | -10.9% | -4.2% |
| YTD | +10.2% | +1.3% | +8.9% | +8.5% |
| 1Y | +37.4% | -6.1% | +43.5% | +39.0% |
| 3Y | +153.3% | -9.8% | +163.0% | +157.3% |
| 5Y | +167.6% | -19.7% | +187.3% | +180.4% |
| All | +383.5% | +75.4% | +308.1% | +267.1% |
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