+36.6%
CP vs INVH
-19.5%
+56.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.5% |
| 30D | -0.5% | -5.7% | +5.2% | +1.8% |
| 3M | +0.1% | -4.5% | +4.5% | +1.8% |
| 6M | +7.8% | +11.0% | -3.1% | +3.2% |
| YTD | +22.9% | +3.7% | +19.2% | +20.7% |
| 1Y | +21.3% | -2.8% | +24.2% | +22.1% |
| 3Y | +20.4% | -7.1% | +27.5% | +21.3% |
| All | +36.6% | -19.5% | +56.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling