+112.3%
CNI vs INVH
+75.4%
+36.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -3.0% | +2.6% | +0.8% |
| 30D | -2.7% | -7.5% | +4.8% | +0.1% |
| 3M | +3.9% | -5.5% | +9.5% | +6.1% |
| 6M | +16.4% | +11.7% | +4.7% | +11.3% |
| YTD | +25.8% | +1.3% | +24.5% | +24.7% |
| 1Y | +32.4% | -6.1% | +38.5% | +34.8% |
| 3Y | +19.1% | -9.8% | +28.8% | +21.6% |
| 5Y | +13.6% | -19.7% | +33.2% | +19.4% |
| All | +112.3% | +75.4% | +36.9% | +73.6% |
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