+277.1%
COP vs INVH
+79.7%
+197.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.8% | -3.1% | +2.3% | +0.6% |
| 30D | +15.6% | -7.1% | +22.7% | +19.3% |
| 3M | +14.3% | -3.0% | +17.3% | +15.5% |
| 6M | +17.0% | +10.1% | +6.9% | +11.0% |
| YTD | +47.4% | +3.8% | +43.6% | +43.2% |
| 1Y | +52.4% | -2.1% | +54.5% | +51.8% |
| 3Y | +20.8% | -7.0% | +27.8% | +21.0% |
| 5Y | +191.7% | -20.6% | +212.3% | +208.9% |
| All | +277.1% | +79.7% | +197.4% | +156.5% |
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