+326.5%
COPX vs INVH
+75.5%
+251.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.8% | -6.0% |
| 7D | -2.9% | -3.1% | +0.2% | -1.4% |
| 30D | 0.0% | -7.5% | +7.5% | +3.6% |
| 3M | +14.8% | -6.3% | +21.1% | +17.6% |
| 6M | +7.0% | +9.4% | -2.4% | +1.4% |
| YTD | +23.8% | +1.4% | +22.4% | +21.2% |
| 1Y | +75.7% | -4.1% | +79.8% | +76.0% |
| 3Y | +156.4% | -9.2% | +165.6% | +159.7% |
| 5Y | +167.6% | -19.6% | +187.2% | +183.7% |
| All | +326.5% | +75.5% | +251.0% | +245.8% |
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