+386.3%
COR vs INVH
+79.4%
+306.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | -2.3% | -1.6% | -3.1% |
| 30D | -0.3% | -5.7% | +5.4% | +1.7% |
| 3M | +15.9% | -4.5% | +20.3% | +17.6% |
| 6M | -10.3% | +11.0% | -21.2% | -13.6% |
| YTD | -3.7% | +3.7% | -7.4% | -5.3% |
| 1Y | +9.1% | -2.8% | +11.9% | +9.6% |
| 3Y | +86.6% | -7.1% | +93.7% | +87.1% |
| 5Y | +180.9% | -19.4% | +200.4% | +192.8% |
| All | +386.3% | +79.4% | +306.8% | +264.4% |
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