+108.7%
CNP vs INVH
+79.7%
+29.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +1.6% | -3.1% | +4.8% | +3.5% |
| 30D | -0.8% | -7.1% | +6.3% | +3.4% |
| 3M | -3.6% | -3.0% | -0.6% | -2.1% |
| 6M | -6.9% | +10.1% | -17.0% | -12.3% |
| YTD | +6.4% | +3.8% | +2.6% | +3.3% |
| 1Y | +9.9% | -2.1% | +12.0% | +10.0% |
| 3Y | +53.1% | -7.0% | +60.1% | +54.0% |
| 5Y | +72.0% | -20.6% | +92.5% | +86.2% |
| All | +108.7% | +79.7% | +29.0% | +44.1% |
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