+181.8%
COF vs INVH
+75.4%
+106.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | -3.0% | -2.2% | -3.2% |
| 30D | -6.0% | -7.5% | +1.5% | -1.2% |
| 3M | +14.8% | -5.5% | +20.4% | +18.8% |
| 6M | +15.3% | +11.7% | +3.6% | +6.4% |
| YTD | -13.0% | +1.3% | -14.4% | -14.9% |
| 1Y | -5.7% | -6.1% | +0.4% | -3.3% |
| 3Y | +118.1% | -9.8% | +127.9% | +125.0% |
| 5Y | +46.2% | -19.7% | +65.9% | +60.2% |
| All | +181.8% | +75.4% | +106.4% | +97.1% |
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